+1,231.7%
WEC vs TCOM
+2,694.8%
-1,463.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -0.3% | -9.5% | +9.3% | +0.1% |
| 30D | -1.3% | -10.7% | +9.4% | -0.9% |
| 3M | -3.9% | -14.6% | +10.7% | -3.4% |
| 6M | -8.3% | -19.3% | +11.0% | -7.6% |
| YTD | +3.1% | -42.9% | +46.0% | +5.1% |
| 1Y | +1.9% | -43.8% | +45.7% | +4.0% |
| 3Y | +41.9% | +2.1% | +39.8% | +40.0% |
| 5Y | +30.8% | +31.2% | -0.4% | +25.5% |
| 10Y | +141.9% | -13.9% | +155.8% | +132.3% |
| All | +1,231.7% | +2,694.8% | -1,463.1% | +869.8% |
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 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