+113.2%
WDC vs TSEM
+79.9%
+33.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -8.7% | +2.0% | -2.3% |
| 7D | -18.3% | -23.1% | +4.8% | -6.7% |
| 30D | -26.7% | -40.4% | +13.7% | -5.7% |
| 3M | -40.9% | -37.9% | -3.1% | -27.2% |
| 6M | -26.8% | -30.8% | +4.1% | -15.9% |
| YTD | +88.2% | +26.7% | +61.5% | +54.8% |
| 1Y | +113.2% | +80.5% | +32.7% | +48.5% |
| All | +113.2% | +79.9% | +33.3% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling