+2,353.1%
WM vs TKO
+1,411.9%
+941.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | +1.2% | +5.7% | -4.5% | +0.5% |
| 30D | +13.1% | +6.9% | +6.2% | +12.2% |
| 3M | +3.6% | +2.4% | +1.2% | +3.2% |
| 6M | +8.1% | +1.1% | +7.0% | +7.6% |
| YTD | +8.9% | -7.5% | +16.4% | +9.3% |
| 1Y | +20.3% | +7.2% | +13.1% | +18.6% |
| 3Y | +46.2% | +131.3% | -85.2% | +30.0% |
| 5Y | +59.9% | +250.8% | -190.9% | +33.5% |
| 10Y | +345.6% | +1,146.6% | -801.0% | +208.5% |
| All | +2,353.1% | +1,411.9% | +941.3% | +1,281.8% |
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