+295.4%
WMB vs TKO
+985.8%
-690.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +0.7% | -2.6% | +3.3% | +1.1% |
| 3M | +1.5% | -7.8% | +9.3% | +2.9% |
| 6M | +0.1% | -7.0% | +7.1% | +0.9% |
| YTD | +22.9% | -8.5% | +31.5% | +24.1% |
| 1Y | +27.9% | -1.3% | +29.2% | +26.6% |
| 3Y | +139.1% | +105.0% | +34.2% | +99.0% |
| 5Y | +270.9% | +292.9% | -22.0% | +159.2% |
| All | +295.4% | +985.8% | -690.4% | +134.9% |
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