+12,629.9%
TSM vs WDC
+1,152.1%
+11,477.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -2.1% | -16.7% | +14.7% | +2.7% |
| 30D | -12.5% | -27.2% | +14.7% | -5.2% |
| 3M | -5.0% | -34.0% | +29.0% | +4.8% |
| 6M | -3.2% | -39.7% | +36.5% | +7.0% |
| YTD | +31.5% | +68.1% | -36.6% | +8.7% |
| 1Y | +35.7% | +66.3% | -30.6% | +12.0% |
| 3Y | +323.5% | +754.4% | -430.9% | +123.9% |
| 5Y | +263.4% | +595.8% | -332.4% | +97.8% |
| 10Y | +1,598.5% | +660.4% | +938.1% | +732.4% |
| All | +12,629.9% | +1,152.1% | +11,477.8% | +6,989.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling