+142.0%
WEC vs TKO
+989.7%
-847.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.6% | +2.3% | -2.9% | -0.7% |
| 30D | -2.6% | -2.5% | -0.1% | -2.5% |
| 3M | -6.0% | -10.6% | +4.6% | -5.4% |
| 6M | -5.4% | -5.1% | -0.4% | -5.2% |
| YTD | +2.5% | -8.2% | +10.7% | +2.8% |
| 1Y | -0.7% | -4.4% | +3.7% | -0.7% |
| 3Y | +38.7% | +100.4% | -61.6% | +30.5% |
| 5Y | +31.7% | +294.3% | -262.6% | +16.7% |
| All | +142.0% | +989.7% | -847.6% | +114.5% |
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