+417.4%
WDC vs TKO
+1.2%
+416.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +5.4% |
| 7D | +1.7% | +0.7% | +1.0% | +2.0% |
| 30D | -10.0% | +1.6% | -11.6% | -9.4% |
| 3M | -18.8% | -7.8% | -11.0% | -19.3% |
| 6M | +79.0% | -13.3% | +92.3% | +77.3% |
| YTD | +171.6% | -10.3% | +181.8% | +174.1% |
| 1Y | +417.4% | -0.6% | +418.0% | +406.9% |
| All | +417.4% | +1.2% | +416.2% | +406.9% |
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