+730.2%
WDC vs TSLL
-53.8%
+784.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -16.7% | -11.0% | -5.7% | -15.1% |
| 30D | -27.2% | -5.3% | -21.9% | -26.4% |
| 3M | -34.0% | +20.8% | -54.8% | -36.3% |
| 6M | -39.7% | -36.0% | -3.7% | -36.9% |
| YTD | +68.1% | -47.3% | +115.3% | +78.1% |
| 1Y | +66.3% | -48.4% | +114.7% | +76.2% |
| 3Y | +754.4% | -5.4% | +759.9% | +630.7% |
| All | +730.2% | -53.8% | +784.0% | +663.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling