+525.4%
WPM vs TCOM
-9.8%
+535.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -0.6% | -4.9% | +4.3% | -0.2% |
| 30D | +14.4% | -14.4% | +28.8% | +15.8% |
| 3M | +37.0% | -17.7% | +54.6% | +38.9% |
| 6M | +4.1% | -25.1% | +29.2% | +6.4% |
| YTD | +31.7% | -45.7% | +77.5% | +37.7% |
| 1Y | +44.2% | -47.9% | +92.0% | +51.1% |
| 3Y | +265.5% | +8.9% | +256.5% | +258.0% |
| 5Y | +262.5% | +26.9% | +235.6% | +245.8% |
| All | +525.4% | -9.8% | +535.2% | +452.4% |
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