+482.1%
WWD vs TCOM
-9.8%
+491.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | -2.6% | -4.9% | +2.3% | -1.5% |
| 30D | -6.9% | -14.4% | +7.5% | -3.9% |
| 3M | -13.0% | -17.7% | +4.6% | -9.9% |
| 6M | -12.5% | -25.1% | +12.7% | -7.4% |
| YTD | +11.8% | -45.7% | +57.6% | +26.1% |
| 1Y | +41.1% | -47.9% | +88.9% | +60.2% |
| 3Y | +163.1% | +8.9% | +154.1% | +140.5% |
| 5Y | +187.6% | +26.9% | +160.8% | +133.8% |
| All | +482.1% | -9.8% | +491.9% | +353.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling