+5,945.5%
WST vs TCOM
+2,868.4%
+3,077.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | +4.2% | -1.8% | +6.0% | +4.5% |
| 30D | +11.2% | +12.1% | -0.9% | +9.5% |
| 3M | +20.4% | -3.2% | +23.6% | +20.7% |
| 6M | +37.9% | -16.6% | +54.5% | +40.5% |
| YTD | +51.8% | -39.4% | +91.2% | +60.6% |
| 1Y | +56.6% | -41.5% | +98.1% | +66.5% |
| 3Y | +24.2% | +24.4% | -0.2% | +17.0% |
| 5Y | +0.7% | +41.6% | -40.9% | -10.3% |
| 10Y | +456.3% | +6.5% | +449.7% | +389.7% |
| All | +5,945.5% | +2,868.4% | +3,077.0% | +3,063.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling