+684.4%
WDC vs TEM
+46.9%
+637.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.9% |
| 7D | +4.4% | -9.2% | +13.6% | +5.8% |
| 30D | +5.3% | +5.5% | -0.2% | +3.7% |
| 3M | -5.9% | +18.7% | -24.6% | -9.2% |
| 6M | +73.2% | +15.4% | +57.8% | +66.9% |
| YTD | +167.8% | -0.5% | +168.4% | +162.4% |
| 1Y | +386.0% | -24.8% | +410.8% | +391.0% |
| All | +684.4% | +46.9% | +637.6% | +600.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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