+7.5%
WEC vs TCOM
-16.0%
+23.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +1.0% |
| 7D | +2.3% | -1.8% | +4.1% | +2.2% |
| 30D | +11.1% | +12.1% | -1.0% | +12.1% |
| 3M | +8.4% | -3.2% | +11.6% | +7.7% |
| 6M | +7.5% | -16.6% | +24.1% | +5.6% |
| All | +7.5% | -16.0% | +23.6% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling