+567.0%
WDC vs TSEM
+297.9%
+269.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.9% | +1.9% | -1.7% |
| 7D | +12.1% | +7.0% | +5.1% | +8.8% |
| 30D | -18.8% | -29.8% | +11.0% | -4.4% |
| 3M | -39.3% | -41.9% | +2.6% | -22.9% |
| 6M | -40.1% | -45.8% | +5.6% | -23.3% |
| YTD | +71.8% | +25.1% | +46.7% | +50.6% |
| 1Y | +88.5% | +48.2% | +40.2% | +54.2% |
| 3Y | +770.0% | +476.5% | +293.5% | +323.2% |
| All | +567.0% | +297.9% | +269.1% | +273.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling