+916.1%
WDC vs TKO
+291.2%
+624.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.1% |
| 7D | -4.3% | +2.3% | -6.6% | -4.8% |
| 30D | -1.5% | -2.5% | +1.0% | -1.2% |
| 3M | -15.5% | -10.6% | -4.9% | -13.9% |
| 6M | +66.5% | -5.1% | +71.5% | +66.0% |
| YTD | +159.9% | -8.2% | +168.1% | +160.1% |
| 1Y | +366.0% | -4.4% | +370.4% | +359.1% |
| 3Y | +1,285.8% | +100.4% | +1,185.5% | +986.1% |
| All | +916.1% | +291.2% | +624.9% | +442.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling