+336.3%
WBD vs TSEM
+1,286.5%
-950.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | +134.5% | -95.0% | +15.9% |
| 7D | +39.5% | +134.5% | -95.0% | +15.9% |
| 30D | +39.5% | +134.5% | -95.0% | +15.9% |
| 3M | +39.5% | +134.5% | -95.0% | +15.9% |
| 6M | +39.5% | +134.5% | -95.0% | +15.9% |
| YTD | +39.5% | +134.5% | -95.0% | +15.9% |
| 1Y | +63.0% | +243.0% | -180.0% | +28.0% |
| 3Y | +206.7% | +936.0% | -729.3% | +104.5% |
| 5Y | +18.4% | +752.1% | -733.7% | -19.8% |
| 10Y | +11.8% | +1,495.7% | -1,483.9% | -31.6% |
| All | +336.3% | +1,286.5% | -950.2% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling