+234.7%
WCN vs TKO
+989.7%
-755.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.1% | +2.3% | -5.4% | -3.4% |
| 30D | -3.4% | -2.5% | -0.9% | -3.1% |
| 3M | +3.0% | -10.6% | +13.6% | +4.4% |
| 6M | -3.8% | -5.1% | +1.3% | -3.4% |
| YTD | -8.3% | -8.2% | -0.1% | -7.7% |
| 1Y | -9.7% | -4.4% | -5.3% | -9.7% |
| 3Y | +17.2% | +100.4% | -83.2% | +4.3% |
| 5Y | +25.3% | +294.3% | -269.0% | -1.1% |
| All | +234.7% | +989.7% | -755.0% | +128.6% |
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 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