+268.7%
WPM vs TCOM
+23.1%
+245.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.4% |
| 7D | +3.9% | -10.2% | +14.1% | +4.9% |
| 30D | +17.7% | -16.8% | +34.5% | +19.7% |
| 3M | +39.4% | -16.7% | +56.1% | +41.5% |
| 6M | +6.4% | -27.1% | +33.5% | +9.4% |
| YTD | +34.0% | -45.5% | +79.5% | +40.9% |
| 1Y | +50.5% | -45.9% | +96.4% | +58.4% |
| 3Y | +280.3% | +9.8% | +270.5% | +270.4% |
| All | +268.7% | +23.1% | +245.6% | +242.7% |
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