-3.5%
TSM vs WDC
-40.7%
+37.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.9% | -6.3% | +0.3% |
| 7D | -2.5% | -14.4% | +11.9% | +2.2% |
| 30D | -14.3% | -27.1% | +12.8% | -5.9% |
| 3M | -7.2% | -33.3% | +26.0% | +3.2% |
| All | -3.5% | -40.7% | +37.3% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling