+13,634.3%
TSM vs WDC
+1,923.3%
+11,711.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +1.3% |
| 7D | +2.7% | +1.7% | +1.0% | +2.2% |
| 30D | +3.6% | -10.0% | +13.6% | +5.8% |
| 3M | -3.4% | -18.8% | +15.4% | -0.1% |
| 6M | +20.6% | +79.0% | -58.4% | +0.4% |
| YTD | +41.9% | +171.6% | -129.7% | +4.1% |
| 1Y | +84.4% | +417.4% | -333.0% | +12.7% |
| 3Y | +380.2% | +1,251.8% | -871.6% | +125.8% |
| 5Y | +275.3% | +911.7% | -636.4% | +85.9% |
| 10Y | +1,751.4% | +1,399.6% | +351.7% | +665.9% |
| All | +13,634.3% | +1,923.3% | +11,711.1% | +6,692.5% |
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