+7,149.4%
WDC vs TCOM
+2,658.7%
+4,490.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.4% |
| 7D | +6.0% | -7.6% | +13.6% | +8.1% |
| 30D | +9.9% | -12.2% | +22.1% | +13.5% |
| 3M | -9.4% | -14.2% | +4.8% | -6.8% |
| 6M | +94.7% | -25.0% | +119.7% | +107.6% |
| YTD | +177.3% | -43.7% | +220.9% | +216.9% |
| 1Y | +412.4% | -44.5% | +457.0% | +488.0% |
| 3Y | +1,359.3% | +13.4% | +1,345.9% | +1,229.1% |
| 5Y | +992.2% | +26.5% | +965.7% | +795.1% |
| 10Y | +1,245.1% | -10.3% | +1,255.3% | +1,053.6% |
| All | +7,149.4% | +2,658.7% | +4,490.8% | +2,320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling