+397.0%
TSM vs WWD
+170.0%
+227.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.4% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | +3.6% | -7.2% | +10.8% | +6.8% |
| 3M | -3.4% | -3.8% | +0.5% | -2.7% |
| 6M | +20.6% | -9.9% | +30.5% | +24.7% |
| YTD | +41.9% | +14.8% | +27.0% | +30.5% |
| 1Y | +84.4% | +42.1% | +42.3% | +50.8% |
| All | +397.0% | +170.0% | +227.0% | +203.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling