+326.4%
WM vs TKO
+1,165.6%
-839.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.2% | +6.4% | -5.3% | +0.4% |
| 30D | +13.7% | +11.9% | +1.8% | +12.1% |
| 3M | +5.2% | +5.6% | -0.4% | +4.4% |
| 6M | +11.2% | +7.5% | +3.7% | +9.8% |
| YTD | +9.4% | -3.5% | +13.0% | +9.3% |
| 1Y | +20.4% | +13.0% | +7.4% | +17.8% |
| 3Y | +44.7% | +157.6% | -112.9% | +25.3% |
| 5Y | +58.5% | +288.2% | -229.8% | +26.8% |
| 10Y | +326.4% | +1,196.6% | -870.2% | +181.7% |
| All | +326.4% | +1,165.6% | -839.2% | +181.7% |
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