-4.4%
WAT vs TKO
+303.5%
-307.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -3.2% | -2.6% | -0.6% | -2.8% |
| 3M | +10.6% | -7.8% | +18.4% | +11.9% |
| 6M | +34.0% | -7.0% | +41.1% | +35.2% |
| YTD | +5.7% | -8.5% | +14.3% | +6.8% |
| 1Y | +37.1% | -1.3% | +38.4% | +36.3% |
| 3Y | +52.4% | +105.0% | -52.6% | +34.9% |
| 5Y | -4.4% | +292.9% | -297.3% | -23.9% |
| All | -4.4% | +303.5% | -307.9% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling