+3,575.3%
WAB vs TCOM
+2,658.7%
+916.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | +1.7% | -7.6% | +9.3% | +3.3% |
| 30D | -2.4% | -12.2% | +9.8% | +0.1% |
| 3M | +9.7% | -14.2% | +23.9% | +12.4% |
| 6M | +16.5% | -25.0% | +41.5% | +22.6% |
| YTD | +33.7% | -43.7% | +77.4% | +48.2% |
| 1Y | +49.7% | -44.5% | +94.2% | +66.2% |
| 3Y | +170.9% | +13.4% | +157.5% | +149.7% |
| 5Y | +228.0% | +26.5% | +201.6% | +176.4% |
| 10Y | +284.8% | -10.3% | +295.1% | +228.4% |
| All | +3,575.3% | +2,658.7% | +916.7% | +1,455.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling