+451.8%
WST vs TCOM
+5.0%
+446.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +4.9% | -1.4% | +6.2% | +5.0% |
| 30D | +10.7% | +11.5% | -0.8% | +9.2% |
| 3M | +16.8% | -5.2% | +22.0% | +17.4% |
| 6M | +32.0% | -16.9% | +48.9% | +34.4% |
| YTD | +49.9% | -39.9% | +89.8% | +58.2% |
| 1Y | +50.6% | -42.1% | +92.7% | +59.7% |
| 3Y | +21.4% | +28.0% | -6.6% | +14.4% |
| 5Y | -0.6% | +40.4% | -41.0% | -10.5% |
| All | +451.8% | +5.0% | +446.8% | +385.8% |
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