+214.5%
WCC vs TKO
+289.8%
-75.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.0% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | -6.1% | -2.6% | -3.4% | -5.5% |
| 3M | +3.1% | -7.8% | +10.9% | +5.1% |
| 6M | +28.2% | -7.0% | +35.3% | +29.8% |
| YTD | +41.1% | -8.5% | +49.6% | +43.1% |
| 1Y | +61.3% | -1.3% | +62.6% | +58.6% |
| 3Y | +123.6% | +105.0% | +18.7% | +68.4% |
| All | +214.5% | +289.8% | -75.3% | +58.0% |
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