+5,389.4%
WCN vs TKO
+1,406.3%
+3,983.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -3.0% | +0.9% | -3.9% | -3.2% |
| 3M | +2.5% | -6.2% | +8.7% | +3.2% |
| 6M | -5.7% | -5.6% | -0.1% | -5.3% |
| YTD | -7.4% | -7.8% | +0.4% | -6.9% |
| 1Y | -8.6% | -1.2% | -7.4% | -8.9% |
| 3Y | +19.4% | +106.5% | -87.1% | +6.9% |
| 5Y | +27.2% | +310.4% | -283.2% | +3.1% |
| 10Y | +238.5% | +987.5% | -749.0% | +133.5% |
| All | +5,389.4% | +1,406.3% | +3,983.1% | +2,738.4% |
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 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