+75.4%
TSM vs WDC
+419.5%
-344.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.1% |
| 7D | +4.8% | +7.5% | -2.7% | +2.7% |
| 30D | +4.0% | +10.1% | -6.0% | +1.0% |
| 3M | +2.0% | -6.8% | +8.8% | +1.7% |
| 6M | +25.5% | +84.1% | -58.6% | +4.2% |
| YTD | +44.0% | +180.3% | -136.3% | +6.8% |
| 1Y | +75.4% | +411.1% | -335.7% | +15.7% |
| All | +75.4% | +419.5% | -344.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WDC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling