+770.0%
WDC vs TSLL
-1.1%
+771.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.7% | -1.3% | -4.4% |
| 7D | +12.1% | +17.8% | -5.8% | +9.3% |
| 30D | -18.8% | +8.2% | -27.0% | -19.5% |
| 3M | -39.3% | +20.9% | -60.2% | -41.4% |
| 6M | -40.1% | -37.5% | -2.6% | -37.3% |
| YTD | +71.8% | -44.5% | +116.3% | +80.4% |
| 1Y | +88.5% | -33.0% | +121.4% | +93.0% |
| 3Y | +770.0% | -6.4% | +776.4% | +705.5% |
| All | +770.0% | -1.1% | +771.1% | +705.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling