+3,571.7%
WAB vs TKO
+1,406.3%
+2,165.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | +0.2% | +0.7% | -0.4% | 0.0% |
| 30D | -4.6% | +0.9% | -5.4% | -4.9% |
| 3M | +5.6% | -6.2% | +11.8% | +6.6% |
| 6M | +13.8% | -5.6% | +19.4% | +14.5% |
| YTD | +31.9% | -7.8% | +39.7% | +33.1% |
| 1Y | +48.3% | -1.2% | +49.5% | +47.0% |
| 3Y | +167.1% | +106.5% | +60.6% | +119.8% |
| 5Y | +222.9% | +310.4% | -87.5% | +123.1% |
| 10Y | +289.9% | +987.5% | -697.6% | +101.9% |
| All | +3,571.7% | +1,406.3% | +2,165.4% | +1,205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling