+1,394.6%
WDC vs TCOM
+8.5%
+1,386.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.6% |
| 7D | +7.5% | -10.2% | +17.6% | +9.6% |
| 30D | +10.1% | -16.8% | +26.9% | +13.8% |
| 3M | -6.8% | -16.7% | +9.9% | -4.2% |
| 6M | +84.1% | -27.1% | +111.2% | +95.5% |
| YTD | +180.3% | -45.5% | +225.8% | +216.4% |
| 1Y | +411.1% | -45.9% | +457.0% | +477.8% |
| All | +1,394.6% | +8.5% | +1,386.1% | +1,303.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling