+1,043.3%
WSM vs TCOM
-9.8%
+1,053.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.5% | -4.9% | +4.4% | +0.5% |
| 30D | -7.7% | -14.4% | +6.7% | -4.9% |
| 3M | +3.8% | -17.7% | +21.4% | +7.3% |
| 6M | +22.7% | -25.1% | +47.8% | +29.2% |
| YTD | +28.0% | -45.7% | +73.7% | +43.0% |
| 1Y | +12.7% | -47.9% | +60.6% | +26.8% |
| 3Y | +231.3% | +8.9% | +222.3% | +212.7% |
| 5Y | +177.2% | +26.9% | +150.3% | +139.7% |
| All | +1,043.3% | -9.8% | +1,053.2% | +813.0% |
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 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