+530.2%
WCC vs TKO
+989.7%
-459.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.6% |
| 7D | +1.5% | +2.3% | -0.8% | +0.8% |
| 30D | -2.1% | -2.5% | +0.3% | -1.6% |
| 3M | +3.8% | -10.6% | +14.4% | +6.7% |
| 6M | +35.0% | -5.1% | +40.0% | +35.7% |
| YTD | +46.4% | -8.2% | +54.6% | +48.2% |
| 1Y | +63.0% | -4.4% | +67.4% | +62.4% |
| 3Y | +133.9% | +100.4% | +33.6% | +82.7% |
| 5Y | +226.5% | +294.3% | -67.8% | +103.4% |
| All | +530.2% | +989.7% | -459.4% | +173.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling