-0.6%
TKO vs WETO
-98.9%
+98.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -20.8% | +19.0% | -2.0% |
| 7D | +0.7% | -55.4% | +56.2% | +0.1% |
| 30D | +1.6% | -48.5% | +50.1% | +2.1% |
| 3M | -7.8% | -97.5% | +89.7% | -7.8% |
| 6M | -13.3% | -94.2% | +80.9% | -13.1% |
| YTD | -10.3% | -97.0% | +86.7% | -9.4% |
| 1Y | -0.6% | -98.9% | +98.3% | +7.5% |
| All | -0.6% | -98.9% | +98.3% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling