+2,483.5%
WCN vs TCOM
+2,658.7%
-175.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -0.4% | -7.6% | +7.2% | +0.3% |
| 30D | -2.1% | -12.2% | +10.1% | -0.9% |
| 3M | +6.4% | -14.2% | +20.6% | +7.8% |
| 6M | -3.7% | -25.0% | +21.3% | -1.2% |
| YTD | -6.4% | -43.7% | +37.3% | -1.5% |
| 1Y | -7.9% | -44.5% | +36.6% | -3.1% |
| 3Y | +20.8% | +13.4% | +7.4% | +16.0% |
| 5Y | +29.0% | +26.5% | +2.5% | +18.2% |
| 10Y | +236.4% | -10.3% | +246.6% | +207.1% |
| All | +2,483.5% | +2,658.7% | -175.2% | +1,393.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling