+657.3%
WDC vs TSLL
-58.7%
+716.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.6% | -10.1% | -2.8% |
| 7D | -28.0% | -21.2% | -6.7% | -25.2% |
| 30D | -34.9% | -13.3% | -21.6% | -33.3% |
| 3M | -41.6% | +15.4% | -56.9% | -43.2% |
| 6M | -45.4% | -34.2% | -11.1% | -42.9% |
| YTD | +53.3% | -52.9% | +106.2% | +65.2% |
| 1Y | +61.5% | -54.3% | +115.9% | +74.2% |
| 3Y | +712.3% | -18.4% | +730.7% | +609.5% |
| All | +657.3% | -58.7% | +716.0% | +608.1% |
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 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