+642.9%
WDC vs TCOM
+5.9%
+637.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.3% |
| 7D | +12.1% | -1.8% | +13.9% | +12.6% |
| 30D | -18.8% | +12.1% | -30.9% | -22.1% |
| 3M | -39.3% | -3.2% | -36.1% | -39.2% |
| 6M | -40.1% | -16.6% | -23.5% | -37.8% |
| YTD | +71.8% | -39.4% | +111.2% | +96.0% |
| 1Y | +88.5% | -41.5% | +130.0% | +117.3% |
| 3Y | +770.0% | +24.4% | +745.6% | +639.1% |
| 5Y | +549.0% | +41.6% | +507.5% | +378.3% |
| All | +642.9% | +5.9% | +637.0% | +453.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling