+642.9%
WDC vs TSEM
+805.6%
-162.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.9% | +1.9% | -1.4% |
| 7D | +12.1% | +7.0% | +5.1% | +8.5% |
| 30D | -18.8% | -29.8% | +11.0% | -2.9% |
| 3M | -39.3% | -41.9% | +2.6% | -21.1% |
| 6M | -40.1% | -45.8% | +5.6% | -21.5% |
| YTD | +71.8% | +25.1% | +46.7% | +43.5% |
| 1Y | +88.5% | +48.2% | +40.2% | +44.4% |
| 3Y | +770.0% | +476.5% | +293.5% | +221.3% |
| 5Y | +549.0% | +301.4% | +247.6% | +173.3% |
| All | +642.9% | +805.6% | -162.8% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling