+227.6%
WSM vs TCOM
+7.1%
+220.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +0.4% | -6.5% | +7.0% | +1.7% |
| 30D | -10.7% | -16.2% | +5.5% | -7.8% |
| 3M | +8.5% | -19.3% | +27.8% | +12.4% |
| 6M | +19.6% | -27.2% | +46.9% | +26.6% |
| YTD | +26.6% | -46.2% | +72.8% | +41.6% |
| 1Y | +12.0% | -46.6% | +58.6% | +25.2% |
| All | +227.6% | +7.1% | +220.5% | +235.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling