+9,885.7%
WDC vs TSEM
+11.3%
+9,874.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.8% | -2.0% | +4.1% |
| 7D | +1.7% | +6.9% | -5.1% | +0.2% |
| 30D | -10.0% | +5.3% | -15.3% | -11.5% |
| 3M | -18.8% | -14.9% | -3.8% | -15.8% |
| 6M | +79.0% | +80.0% | -1.0% | +55.8% |
| YTD | +171.6% | +89.4% | +82.2% | +133.8% |
| 1Y | +417.4% | +253.1% | +164.3% | +289.5% |
| 3Y | +1,251.8% | +642.1% | +609.7% | +761.3% |
| 5Y | +911.7% | +659.1% | +252.6% | +532.6% |
| 10Y | +1,399.6% | +1,291.4% | +108.3% | +734.9% |
| All | +9,885.7% | +11.3% | +9,874.4% | +5,038.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling