+183.8%
WWD vs TCOM
+21.5%
+162.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -2.9% | -6.5% | +3.7% | -2.2% |
| 30D | -6.6% | -16.2% | +9.6% | -4.9% |
| 3M | -9.3% | -19.3% | +10.0% | -7.5% |
| 6M | -13.6% | -27.2% | +13.6% | -10.9% |
| YTD | +10.4% | -46.2% | +56.5% | +17.2% |
| 1Y | +39.9% | -46.6% | +86.5% | +48.6% |
| 3Y | +165.0% | +8.4% | +156.7% | +157.1% |
| 5Y | +183.8% | +25.8% | +158.0% | +167.6% |
| All | +183.8% | +21.5% | +162.3% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling