+3,658.3%
WCC vs TCOM
+2,868.4%
+789.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.9% |
| 7D | +9.9% | -1.8% | +11.7% | +10.4% |
| 30D | -8.4% | +12.1% | -20.5% | -11.3% |
| 3M | -10.3% | -3.2% | -7.1% | -10.2% |
| 6M | -10.5% | -16.6% | +6.2% | -7.6% |
| YTD | +32.2% | -39.4% | +71.6% | +46.9% |
| 1Y | +25.5% | -41.5% | +67.1% | +40.7% |
| 3Y | +134.7% | +24.4% | +110.3% | +109.4% |
| 5Y | +139.9% | +41.6% | +98.3% | +92.1% |
| 10Y | +433.5% | +6.5% | +426.9% | +335.4% |
| All | +3,658.3% | +2,868.4% | +789.8% | +1,364.0% |
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