+143.5%
WBD vs TSEM
+633.2%
-489.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +1.7% |
| 7D | -0.6% | +0.9% | -1.5% | -0.8% |
| 30D | +4.2% | -16.6% | +20.8% | +7.0% |
| 3M | +7.5% | -10.9% | +18.4% | +7.1% |
| 6M | +1.6% | +78.0% | -76.4% | -17.1% |
| YTD | -2.2% | +77.2% | -79.4% | -21.5% |
| 1Y | +124.9% | +207.6% | -82.7% | +47.7% |
| All | +143.5% | +633.2% | -489.6% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling