+26.4%
WCC vs TCOM
-39.6%
+66.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.2% | -13.1% | -10.0% |
| 7D | -8.8% | +10.7% | -19.5% | -9.3% |
| 30D | -16.0% | +10.1% | -26.1% | -16.5% |
| 3M | -15.2% | -8.9% | -6.4% | -14.0% |
| 6M | -8.4% | -19.2% | +10.8% | -3.6% |
| YTD | +30.1% | -40.6% | +70.7% | +40.1% |
| 1Y | +26.4% | -39.0% | +65.5% | +34.4% |
| All | +26.4% | -39.6% | +66.1% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling