+11.4%
WBD vs TSEM
+1,313.0%
-1,301.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.9% |
| 7D | -0.7% | -4.9% | +4.1% | +0.2% |
| 30D | +1.4% | -18.7% | +20.2% | +5.4% |
| 3M | +4.4% | -18.1% | +22.5% | +6.2% |
| 6M | +0.8% | +77.1% | -76.3% | -17.3% |
| YTD | -2.7% | +80.1% | -82.8% | -21.6% |
| 1Y | +73.4% | +220.4% | -147.0% | +18.5% |
| 3Y | +142.1% | +650.1% | -507.9% | +28.5% |
| 5Y | +7.2% | +628.9% | -621.6% | -43.7% |
| All | +11.4% | +1,313.0% | -1,301.6% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling