+133.1%
WCC vs TCOM
+8.5%
+124.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.7% |
| 7D | +6.8% | -10.2% | +17.0% | +9.0% |
| 30D | -3.0% | -16.8% | +13.8% | +0.4% |
| 3M | +0.2% | -16.7% | +16.9% | +3.3% |
| 6M | +33.2% | -27.1% | +60.2% | +41.5% |
| YTD | +45.8% | -45.5% | +91.3% | +63.9% |
| 1Y | +68.4% | -45.9% | +114.2% | +89.3% |
| All | +133.1% | +8.5% | +124.6% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling