+1,188.5%
WDC vs TCOM
-9.8%
+1,198.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.2% |
| 7D | -4.3% | -4.9% | +0.6% | -2.9% |
| 30D | -1.5% | -14.4% | +12.9% | +3.0% |
| 3M | -15.5% | -17.7% | +2.2% | -11.5% |
| 6M | +66.5% | -25.1% | +91.6% | +79.7% |
| YTD | +159.9% | -45.7% | +205.6% | +208.4% |
| 1Y | +366.0% | -47.9% | +413.8% | +460.0% |
| 3Y | +1,285.8% | +8.9% | +1,276.9% | +1,131.0% |
| 5Y | +925.6% | +26.9% | +898.7% | +682.5% |
| All | +1,188.5% | -9.8% | +1,198.3% | +887.6% |
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