+1,359.8%
WDC vs TSEM
+668.6%
+691.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.7% |
| 7D | +6.0% | +10.4% | -4.4% | +0.9% |
| 30D | +9.9% | -12.9% | +22.9% | +17.5% |
| 3M | -9.4% | -9.2% | -0.2% | -6.8% |
| 6M | +94.7% | +98.8% | -4.0% | +32.2% |
| YTD | +177.4% | +87.2% | +90.2% | +93.7% |
| 1Y | +412.6% | +239.0% | +173.6% | +170.2% |
| 3Y | +1,359.8% | +679.5% | +680.3% | +457.8% |
| All | +1,359.8% | +668.6% | +691.2% | +457.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling