+328.7%
WM vs TCOM
+3.5%
+325.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | -0.5% | +7.4% | -7.9% | -0.8% |
| 30D | +13.3% | +13.2% | +0.1% | +12.7% |
| 3M | +4.4% | -4.6% | +8.9% | +4.5% |
| 6M | +10.8% | -16.4% | +27.2% | +11.5% |
| YTD | +9.1% | -38.8% | +47.8% | +11.0% |
| 1Y | +19.1% | -37.3% | +56.5% | +21.1% |
| 3Y | +45.7% | +31.4% | +14.2% | +41.5% |
| 5Y | +60.4% | +45.5% | +14.9% | +52.8% |
| 10Y | +328.7% | +4.6% | +324.1% | +294.6% |
| All | +328.7% | +3.5% | +325.2% | +294.6% |
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