+668.3%
WDC vs TSLL
-62.0%
+730.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -21.9% | +4.5% | -14.0% |
| 7D | -32.3% | -28.9% | -3.4% | -28.6% |
| 30D | -34.9% | -21.4% | -13.5% | -32.2% |
| 3M | -48.4% | +5.0% | -53.4% | -49.1% |
| 6M | -42.4% | -36.6% | -5.9% | -39.4% |
| YTD | +55.5% | -56.6% | +112.2% | +69.9% |
| 1Y | +67.5% | -60.9% | +128.3% | +84.6% |
| 3Y | +727.3% | -25.2% | +752.5% | +632.9% |
| All | +668.3% | -62.0% | +730.3% | +628.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling