+731.9%
WDC vs TSLL
-54.2%
+786.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.9% | -1.1% | +8.2% |
| 7D | -14.4% | -14.3% | -0.1% | -12.3% |
| 30D | -27.1% | -6.2% | -20.9% | -26.2% |
| 3M | -33.3% | +21.2% | -54.4% | -35.6% |
| 6M | -39.6% | -36.6% | -3.0% | -36.7% |
| YTD | +68.4% | -47.8% | +116.2% | +78.7% |
| 1Y | +78.2% | -45.2% | +123.4% | +87.4% |
| 3Y | +772.0% | -3.3% | +775.3% | +643.5% |
| All | +731.9% | -54.2% | +786.1% | +665.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling