+22,894.6%
WDC vs TKO
+1,439.7%
+21,454.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +0.7% |
| 7D | +6.0% | +7.2% | -1.2% | +3.9% |
| 30D | +9.9% | +4.7% | +5.2% | +8.2% |
| 3M | -9.4% | -3.2% | -6.2% | -9.7% |
| 6M | +94.7% | -2.9% | +97.6% | +93.0% |
| YTD | +177.4% | -5.8% | +183.2% | +175.4% |
| 1Y | +412.6% | -1.1% | +413.6% | +400.6% |
| 3Y | +1,359.8% | +111.1% | +1,248.7% | +1,020.8% |
| 5Y | +992.6% | +315.6% | +677.0% | +573.6% |
| 10Y | +1,245.5% | +978.5% | +267.0% | +508.7% |
| All | +22,894.6% | +1,439.7% | +21,454.8% | +6,463.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling