+411.0%
TSM vs WDC
+1,362.1%
-951.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +1.6% |
| 7D | +6.0% | +6.0% | 0.0% | +3.8% |
| 30D | +4.5% | +9.9% | -5.4% | +0.5% |
| 3M | +3.1% | -9.4% | +12.5% | +3.0% |
| 6M | +30.2% | +94.7% | -64.5% | -4.3% |
| YTD | +45.2% | +177.4% | -132.2% | -10.8% |
| 1Y | +79.6% | +412.6% | -333.0% | -19.8% |
| 3Y | +411.0% | +1,359.8% | -948.8% | +45.4% |
| All | +411.0% | +1,362.1% | -951.1% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling