+1,815.4%
TSM vs WWD
+479.8%
+1,335.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | +4.8% | +0.6% | +4.1% | +4.5% |
| 30D | +4.0% | -5.1% | +9.1% | +5.8% |
| 3M | +2.0% | -11.2% | +13.2% | +5.7% |
| 6M | +25.5% | -12.0% | +37.5% | +30.1% |
| YTD | +44.0% | +12.0% | +32.0% | +36.9% |
| 1Y | +75.4% | +42.8% | +32.6% | +52.4% |
| 3Y | +406.7% | +168.9% | +237.8% | +254.4% |
| 5Y | +285.0% | +192.2% | +92.8% | +157.3% |
| 10Y | +1,815.4% | +495.3% | +1,320.1% | +927.9% |
| All | +1,815.4% | +479.8% | +1,335.6% | +927.9% |
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