+1,328.4%
WDC vs TKO
+102.0%
+1,226.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.3% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | +5.3% | -2.6% | +7.9% | +5.5% |
| 3M | -5.9% | -7.8% | +1.9% | -5.1% |
| 6M | +73.2% | -7.0% | +80.3% | +73.8% |
| YTD | +167.8% | -8.5% | +176.4% | +168.6% |
| 1Y | +386.0% | -1.3% | +387.3% | +374.1% |
| All | +1,328.4% | +102.0% | +1,226.5% | +1,115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling