+167.7%
WAB vs TKO
+102.7%
+65.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.1% | +2.3% | -2.2% | -0.3% |
| 30D | -4.1% | -2.5% | -1.6% | -3.7% |
| 3M | +8.2% | -10.6% | +18.8% | +10.2% |
| 6M | +15.4% | -5.1% | +20.5% | +15.8% |
| YTD | +33.1% | -8.2% | +41.4% | +34.2% |
| 1Y | +48.1% | -4.4% | +52.5% | +47.7% |
| 3Y | +167.7% | +100.4% | +67.4% | +134.9% |
| All | +167.7% | +102.7% | +65.1% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling