+88.5%
WDC vs TSLL
-39.8%
+128.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.7% | -1.3% | -3.8% |
| 7D | +12.1% | +17.8% | -5.8% | +6.6% |
| 30D | -18.8% | +8.2% | -27.0% | -20.3% |
| 3M | -39.3% | +20.9% | -60.2% | -43.5% |
| 6M | -40.1% | -37.5% | -2.6% | -34.6% |
| YTD | +71.8% | -44.5% | +116.3% | +82.0% |
| 1Y | +88.5% | -33.0% | +121.4% | +82.3% |
| All | +88.5% | -39.8% | +128.3% | +82.3% |
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