+4,832.5%
WST vs TCOM
+2,694.8%
+2,137.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +0.7% | -9.5% | +10.3% | +2.0% |
| 30D | -3.1% | -10.7% | +7.6% | -1.8% |
| 3M | +7.2% | -14.6% | +21.8% | +9.1% |
| 6M | +36.8% | -19.3% | +56.1% | +40.1% |
| YTD | +23.8% | -42.9% | +66.8% | +32.2% |
| 1Y | +37.8% | -43.8% | +81.6% | +47.3% |
| 3Y | -15.9% | +2.1% | -18.0% | -18.7% |
| 5Y | -25.8% | +31.2% | -57.0% | -33.4% |
| 10Y | +319.6% | -13.9% | +333.5% | +280.2% |
| All | +4,832.5% | +2,694.8% | +2,137.7% | +2,503.5% |
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 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