+433.2%
WDC vs TEM
+98.6%
+334.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.4% | +9.7% | +8.5% |
| 7D | -3.2% | +5.1% | -8.3% | -3.8% |
| 30D | -19.0% | +16.8% | -35.9% | -20.8% |
| 3M | -28.4% | +42.6% | -71.1% | -32.6% |
| 6M | -39.2% | +63.9% | -103.1% | -44.2% |
| YTD | +82.1% | +34.5% | +47.6% | +70.4% |
| 1Y | +84.7% | +11.0% | +73.7% | +76.9% |
| All | +433.2% | +98.6% | +334.6% | +354.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling