+296.4%
WBD vs TSEM
+1,121.2%
-824.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.3% |
| 7D | -0.7% | +10.4% | -11.1% | -2.1% |
| 30D | +5.0% | -12.9% | +17.9% | +6.7% |
| 3M | +6.2% | -9.2% | +15.4% | +5.9% |
| 6M | +0.6% | +98.8% | -98.2% | -11.5% |
| YTD | -2.4% | +87.2% | -89.6% | -13.9% |
| 1Y | +127.7% | +239.0% | -111.3% | +83.4% |
| 3Y | +148.4% | +679.5% | -531.1% | +76.5% |
| 5Y | +4.2% | +667.3% | -663.0% | -26.5% |
| 10Y | +10.8% | +1,301.0% | -1,290.2% | -29.2% |
| All | +296.4% | +1,121.2% | -824.9% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TSEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling