+2,669.3%
WCC vs TKO
+1,406.3%
+1,262.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.7% |
| 7D | +6.8% | +0.7% | +6.1% | +6.6% |
| 30D | -3.0% | +0.9% | -3.9% | -3.5% |
| 3M | +0.2% | -6.2% | +6.4% | +1.3% |
| 6M | +33.2% | -5.6% | +38.8% | +34.0% |
| YTD | +45.8% | -7.8% | +53.7% | +47.3% |
| 1Y | +68.4% | -1.2% | +69.6% | +66.5% |
| 3Y | +131.1% | +106.5% | +24.6% | +84.3% |
| 5Y | +225.6% | +310.4% | -84.8% | +113.7% |
| 10Y | +534.2% | +987.5% | -453.4% | +201.6% |
| All | +2,669.3% | +1,406.3% | +1,262.9% | +688.6% |
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