+113.2%
WDC vs TKO
+5.6%
+107.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.4% | -10.1% | -5.8% |
| 7D | -18.3% | +11.3% | -29.6% | -15.8% |
| 30D | -26.7% | +9.3% | -36.0% | -24.8% |
| 3M | -40.9% | +5.3% | -46.2% | -39.8% |
| 6M | -26.8% | +4.9% | -31.6% | -26.4% |
| YTD | +88.2% | -6.3% | +94.5% | +93.7% |
| 1Y | +113.2% | +4.9% | +108.3% | +104.0% |
| All | +113.2% | +5.6% | +107.5% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling