+7,151.7%
WDC vs TCOM
+2,658.7%
+4,493.1%
-75.2%
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 | +2.1% | -1.3% | +3.4% | +2.5% |
| 7D | +6.0% | -7.6% | +13.6% | +8.2% |
| 30D | +9.9% | -12.2% | +22.2% | +13.5% |
| 3M | -9.4% | -14.2% | +4.8% | -6.8% |
| 6M | +94.7% | -25.0% | +119.7% | +107.6% |
| YTD | +177.4% | -43.7% | +221.0% | +217.0% |
| 1Y | +412.6% | -44.5% | +457.1% | +488.2% |
| 3Y | +1,359.8% | +13.4% | +1,346.3% | +1,229.5% |
| 5Y | +992.6% | +26.5% | +966.1% | +795.4% |
| 10Y | +1,245.5% | -10.3% | +1,255.8% | +1,054.0% |
| All | +7,151.7% | +2,658.7% | +4,493.1% | +2,321.5% |
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