+1,598.5%
TSM vs WWD
+460.9%
+1,137.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.0% |
| 30D | -12.5% | -0.4% | -12.1% | -12.3% |
| 3M | -5.0% | -6.1% | +1.1% | -3.0% |
| 6M | -3.2% | -9.5% | +6.3% | -0.5% |
| YTD | +31.5% | +10.8% | +20.7% | +25.5% |
| 1Y | +35.7% | +23.5% | +12.2% | +24.1% |
| 3Y | +323.5% | +151.3% | +172.2% | +202.7% |
| 5Y | +263.4% | +187.8% | +75.6% | +144.3% |
| 10Y | +1,598.5% | +461.1% | +1,137.4% | +848.4% |
| All | +1,598.5% | +460.9% | +1,137.6% | +848.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling