+2,214.0%
WEC vs TKO
+1,439.7%
+774.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +0.7% |
| 7D | +0.8% | +7.2% | -6.3% | +0.3% |
| 30D | +0.3% | +4.7% | -4.4% | 0.0% |
| 3M | -2.9% | -3.2% | +0.3% | -2.8% |
| 6M | -5.9% | -2.9% | -3.1% | -5.9% |
| YTD | +4.1% | -5.8% | +10.0% | +4.3% |
| 1Y | +3.1% | -1.1% | +4.2% | +2.9% |
| 3Y | +40.8% | +111.1% | -70.3% | +32.4% |
| 5Y | +31.7% | +315.6% | -283.9% | +17.5% |
| 10Y | +141.1% | +978.5% | -837.4% | +96.8% |
| All | +2,214.0% | +1,439.7% | +774.2% | +1,523.8% |
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 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