+113.2%
WDC vs TSLL
-48.4%
+161.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.3% | -0.4% | -5.0% |
| 7D | -18.3% | -9.4% | -8.9% | -16.0% |
| 30D | -26.7% | +1.6% | -28.2% | -27.0% |
| 3M | -40.9% | +29.4% | -70.4% | -46.5% |
| 6M | -26.8% | -20.1% | -6.6% | -24.0% |
| YTD | +88.2% | -44.5% | +132.7% | +104.3% |
| 1Y | +113.2% | -46.0% | +159.2% | +129.4% |
| All | +113.2% | -48.4% | +161.6% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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