+25.0%
WCN vs TCOM
+21.5%
+3.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.1% |
| 7D | -4.4% | -6.5% | +2.1% | -4.2% |
| 30D | -4.4% | -16.2% | +11.8% | -3.8% |
| 3M | +0.5% | -19.3% | +19.8% | +1.2% |
| 6M | -3.3% | -27.2% | +24.0% | -2.2% |
| YTD | -8.5% | -46.2% | +37.7% | -6.5% |
| 1Y | -8.9% | -46.6% | +37.7% | -6.9% |
| 3Y | +18.0% | +8.4% | +9.7% | +16.1% |
| 5Y | +25.0% | +25.8% | -0.8% | +21.7% |
| All | +25.0% | +21.5% | +3.5% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling