+41.1%
WSM vs TCOM
-39.6%
+80.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.2% | +3.3% | +6.0% |
| 7D | +8.0% | +10.7% | -2.7% | +6.5% |
| 30D | +13.5% | +10.1% | +3.4% | +12.0% |
| 3M | +8.8% | -8.9% | +17.7% | +10.0% |
| 6M | +54.7% | -19.2% | +73.9% | +60.8% |
| YTD | +53.3% | -40.6% | +93.9% | +64.7% |
| 1Y | +41.1% | -39.0% | +80.2% | +50.7% |
| All | +41.1% | -39.6% | +80.7% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling