+4,428.4%
WWD vs TCOM
+2,658.7%
+1,769.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +0.8% | -7.6% | +8.4% | +2.6% |
| 30D | -6.4% | -12.2% | +5.8% | -3.6% |
| 3M | -5.6% | -14.2% | +8.6% | -2.8% |
| 6M | -9.1% | -25.0% | +15.9% | -3.4% |
| YTD | +12.5% | -43.7% | +56.2% | +27.0% |
| 1Y | +41.3% | -44.5% | +85.9% | +59.9% |
| 3Y | +170.2% | +13.4% | +156.8% | +145.6% |
| 5Y | +192.5% | +26.5% | +166.0% | +136.8% |
| 10Y | +476.9% | -10.3% | +487.2% | +381.2% |
| All | +4,428.4% | +2,658.7% | +1,769.7% | +1,582.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling