-4.1%
WAT vs TCOM
+25.9%
-30.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | -1.8% | -10.2% | +8.4% | -0.7% |
| 30D | -1.7% | -16.8% | +15.1% | +0.2% |
| 3M | +9.1% | -16.7% | +25.8% | +10.9% |
| 6M | +32.4% | -27.1% | +59.5% | +36.7% |
| YTD | +6.6% | -45.5% | +52.1% | +13.2% |
| 1Y | +34.7% | -45.9% | +80.6% | +43.1% |
| 3Y | +53.6% | +9.8% | +43.8% | +49.4% |
| 5Y | -4.1% | +23.8% | -27.9% | -12.5% |
| All | -4.1% | +25.9% | -30.0% | -12.5% |
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