+296.4%
WBD vs TCOM
+1,073.7%
-777.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.7% | -7.6% | +6.9% | +0.8% |
| 30D | +5.0% | -12.2% | +17.2% | +7.7% |
| 3M | +6.2% | -14.2% | +20.4% | +9.0% |
| 6M | +0.6% | -25.0% | +25.6% | +5.9% |
| YTD | -2.4% | -43.7% | +41.3% | +8.1% |
| 1Y | +127.7% | -44.5% | +172.2% | +152.8% |
| 3Y | +148.4% | +13.4% | +135.0% | +131.6% |
| 5Y | +4.2% | +26.5% | -22.2% | -9.3% |
| 10Y | +10.8% | -10.3% | +21.1% | -2.5% |
| All | +296.4% | +1,073.7% | -777.3% | +108.9% |
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