+1,188.5%
WDC vs TKO
+989.7%
+198.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.1% |
| 7D | -4.3% | +2.3% | -6.6% | -5.0% |
| 30D | -1.5% | -2.5% | +1.0% | -1.0% |
| 3M | -15.5% | -10.6% | -4.9% | -13.6% |
| 6M | +66.5% | -5.1% | +71.5% | +65.8% |
| YTD | +159.9% | -8.2% | +168.1% | +159.7% |
| 1Y | +366.0% | -4.4% | +370.4% | +357.9% |
| 3Y | +1,285.8% | +100.4% | +1,185.5% | +920.3% |
| 5Y | +925.6% | +294.3% | +631.3% | +459.7% |
| All | +1,188.5% | +989.7% | +198.9% | +407.8% |
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