+222.9%
WAB vs TCOM
+25.9%
+197.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.0% |
| 7D | +0.2% | -10.2% | +10.4% | +1.5% |
| 30D | -4.6% | -16.8% | +12.3% | -2.4% |
| 3M | +5.6% | -16.7% | +22.3% | +7.7% |
| 6M | +13.8% | -27.1% | +40.9% | +18.0% |
| YTD | +31.9% | -45.5% | +77.4% | +41.6% |
| 1Y | +48.3% | -45.9% | +94.1% | +59.3% |
| 3Y | +167.1% | +9.8% | +157.4% | +153.9% |
| 5Y | +222.9% | +23.8% | +199.1% | +192.2% |
| All | +222.9% | +25.9% | +197.0% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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