+59.7%
WM vs TCOM
+44.6%
+15.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | +1.2% | +12.1% | -10.9% | +1.1% |
| 30D | +13.1% | +16.5% | -3.4% | +13.0% |
| 3M | +3.6% | -4.0% | +7.7% | +3.6% |
| 6M | +8.1% | -18.5% | +26.6% | +8.1% |
| YTD | +8.9% | -38.3% | +47.2% | +9.0% |
| 1Y | +20.3% | -36.6% | +56.9% | +20.4% |
| 3Y | +46.2% | +31.1% | +15.0% | +45.7% |
| All | +59.7% | +44.6% | +15.2% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling