+5,890.0%
WST vs TCOM
+2,870.5%
+3,019.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.2% |
| 7D | +1.0% | +2.2% | -1.2% | +0.7% |
| 30D | +12.3% | +12.5% | -0.2% | +10.5% |
| 3M | +17.5% | -5.6% | +23.1% | +18.2% |
| 6M | +28.2% | -16.5% | +44.6% | +30.6% |
| YTD | +50.4% | -39.4% | +89.8% | +59.1% |
| 1Y | +49.3% | -41.0% | +90.3% | +58.5% |
| 3Y | +21.8% | +29.2% | -7.4% | +14.2% |
| 5Y | +0.3% | +41.6% | -41.3% | -10.7% |
| 10Y | +451.2% | +6.6% | +444.5% | +385.2% |
| All | +5,890.0% | +2,870.5% | +3,019.5% | +3,033.7% |
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