+1,243.0%
WAT vs TKO
+1,439.7%
-196.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.4% |
| 7D | -0.7% | +7.2% | -7.9% | -1.9% |
| 30D | -1.0% | +4.7% | -5.7% | -1.8% |
| 3M | +10.9% | -3.2% | +14.1% | +11.2% |
| 6M | +33.2% | -2.9% | +36.0% | +33.4% |
| YTD | +6.1% | -5.8% | +11.9% | +6.6% |
| 1Y | +30.2% | -1.1% | +31.3% | +29.6% |
| 3Y | +52.9% | +111.1% | -58.2% | +33.3% |
| 5Y | -5.1% | +315.6% | -320.7% | -26.8% |
| 10Y | +152.6% | +978.5% | -825.8% | +60.3% |
| All | +1,243.0% | +1,439.7% | -196.7% | +494.5% |
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