+333.6%
WST vs TCOM
-10.5%
+344.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.3% |
| 7D | +0.4% | -6.5% | +7.0% | +1.2% |
| 30D | -2.0% | -16.2% | +14.2% | 0.0% |
| 3M | +4.1% | -19.3% | +23.4% | +6.5% |
| 6M | +47.4% | -27.2% | +74.7% | +52.5% |
| YTD | +25.4% | -46.2% | +71.6% | +34.2% |
| 1Y | +35.3% | -46.6% | +81.9% | +44.8% |
| 3Y | -11.7% | +8.4% | -20.1% | -15.1% |
| 5Y | -24.0% | +25.8% | -49.8% | -30.7% |
| All | +333.6% | -10.5% | +344.1% | +286.9% |
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