+61.5%
WDC vs TSLL
-57.5%
+119.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.6% | -10.1% | -4.1% |
| 7D | -28.0% | -21.2% | -6.7% | -22.5% |
| 30D | -34.9% | -13.3% | -21.6% | -31.8% |
| 3M | -41.6% | +15.4% | -56.9% | -45.2% |
| 6M | -45.4% | -34.2% | -11.1% | -39.8% |
| YTD | +53.3% | -52.9% | +106.2% | +75.1% |
| 1Y | +61.5% | -54.3% | +115.9% | +83.1% |
| All | +61.5% | -57.5% | +119.0% | +83.1% |
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