+1,248.8%
WM vs TCOM
+2,694.8%
-1,445.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.3% | -9.5% | +9.2% | +0.5% |
| 30D | -2.4% | -10.7% | +8.4% | -1.5% |
| 3M | +0.4% | -14.6% | +15.1% | +1.5% |
| 6M | -9.5% | -19.3% | +9.8% | -8.2% |
| YTD | +0.5% | -42.9% | +43.4% | +4.6% |
| 1Y | -1.1% | -43.8% | +42.7% | +3.0% |
| 3Y | +46.0% | +2.1% | +43.9% | +42.3% |
| 5Y | +51.8% | +31.2% | +20.6% | +40.3% |
| 10Y | +307.5% | -13.9% | +321.4% | +278.1% |
| All | +1,248.8% | +2,694.8% | -1,445.9% | +805.9% |
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