+3,998.8%
WCC vs TCOM
+2,694.8%
+1,304.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.1% |
| 7D | +4.5% | -9.5% | +14.0% | +7.0% |
| 30D | -5.8% | -10.7% | +4.9% | -3.3% |
| 3M | -3.7% | -14.6% | +11.0% | -0.6% |
| 6M | +23.1% | -19.3% | +42.4% | +28.7% |
| YTD | +44.2% | -42.9% | +87.1% | +63.4% |
| 1Y | +62.1% | -43.8% | +105.9% | +84.2% |
| 3Y | +121.1% | +2.1% | +119.0% | +108.2% |
| 5Y | +214.0% | +31.2% | +182.7% | +156.8% |
| 10Y | +472.8% | -13.9% | +486.7% | +393.8% |
| All | +3,998.8% | +2,694.8% | +1,304.1% | +1,528.3% |
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