-24.5%
WU vs TCOM
+604.3%
-628.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.3% |
| 7D | -4.9% | -10.2% | +5.2% | -3.3% |
| 30D | -1.3% | -16.8% | +15.5% | +1.6% |
| 3M | -3.6% | -16.7% | +13.1% | -1.1% |
| 6M | -24.3% | -27.1% | +2.7% | -20.8% |
| YTD | -21.1% | -45.5% | +24.4% | -13.8% |
| 1Y | -10.3% | -45.9% | +35.6% | -2.1% |
| 3Y | -28.4% | +9.8% | -38.1% | -32.7% |
| 5Y | -51.2% | +23.8% | -75.0% | -57.7% |
| 10Y | -39.6% | -10.8% | -28.9% | -47.8% |
| All | -24.5% | +604.3% | -628.8% | -70.3% |
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