+4,521.1%
WWD vs TCOM
+2,694.8%
+1,826.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +1.3% | -9.5% | +10.8% | +3.6% |
| 30D | -7.2% | -10.7% | +3.6% | -4.8% |
| 3M | -3.8% | -14.6% | +10.8% | -0.9% |
| 6M | -9.9% | -19.3% | +9.4% | -5.9% |
| YTD | +14.8% | -42.9% | +57.8% | +29.2% |
| 1Y | +42.1% | -43.8% | +85.9% | +60.3% |
| 3Y | +170.8% | +2.1% | +168.7% | +152.4% |
| 5Y | +197.5% | +31.2% | +166.3% | +138.5% |
| 10Y | +477.8% | -13.9% | +491.7% | +386.9% |
| All | +4,521.1% | +2,694.8% | +1,826.4% | +1,611.7% |
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