+3.6%
WBD vs TCOM
+29.4%
-25.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -0.7% | -4.9% | +4.2% | +0.3% |
| 30D | +1.4% | -14.4% | +15.8% | +4.8% |
| 3M | +4.4% | -17.7% | +22.1% | +8.4% |
| 6M | +0.8% | -25.1% | +25.9% | +6.7% |
| YTD | -2.7% | -45.7% | +43.0% | +9.9% |
| 1Y | +73.4% | -47.9% | +121.3% | +97.1% |
| 3Y | +142.1% | +8.9% | +133.2% | +123.6% |
| All | +3.6% | +29.4% | -25.8% | -14.4% |
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