+712.3%
WDC vs TEM
+60.7%
+651.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +6.0% | +3.2% | +2.8% | +5.5% |
| 30D | +9.9% | +23.5% | -13.6% | +5.9% |
| 3M | -9.4% | +32.3% | -41.7% | -13.9% |
| 6M | +94.7% | +23.0% | +71.7% | +85.9% |
| YTD | +177.4% | +8.9% | +168.5% | +168.4% |
| 1Y | +412.6% | -19.9% | +432.4% | +413.0% |
| All | +712.3% | +60.7% | +651.6% | +616.6% |
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