+2,163.8%
WM vs TKO
+1,366.4%
+797.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -2.4% | +1.6% | -4.0% | -2.6% |
| 3M | +0.4% | -7.8% | +8.2% | +1.2% |
| 6M | -9.5% | -13.3% | +3.8% | -8.3% |
| YTD | +0.5% | -10.3% | +10.8% | +1.3% |
| 1Y | -1.1% | -0.6% | -0.5% | -1.6% |
| 3Y | +46.0% | +88.5% | -42.5% | +32.9% |
| 5Y | +51.8% | +284.7% | -232.9% | +25.4% |
| 10Y | +307.5% | +905.7% | -598.2% | +189.2% |
| All | +2,163.8% | +1,366.4% | +797.5% | +1,180.5% |
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 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