+200.8%
WMB vs TKO
+276.1%
-75.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +7.8% | +2.3% | +5.5% | +7.5% |
| 30D | -5.1% | +13.4% | -18.5% | -6.9% |
| 3M | -4.7% | -1.7% | -3.0% | -4.6% |
| 6M | -7.4% | +7.2% | -14.6% | -8.8% |
| YTD | +17.5% | -5.4% | +22.8% | +17.7% |
| 1Y | +19.5% | +8.7% | +10.8% | +16.7% |
| 3Y | +121.3% | +150.4% | -29.2% | +89.1% |
| All | +200.8% | +276.1% | -75.3% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling