+282.8%
WMB vs TKO
+306.5%
-23.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | +4.6% | +0.9% | +3.7% | +4.3% |
| 3M | +5.7% | -6.2% | +11.9% | +6.6% |
| 6M | +4.2% | -5.6% | +9.8% | +4.7% |
| YTD | +26.8% | -7.8% | +34.7% | +27.7% |
| 1Y | +34.7% | -1.2% | +35.9% | +33.6% |
| 3Y | +146.8% | +106.5% | +40.3% | +116.1% |
| All | +282.8% | +306.5% | -23.7% | +173.1% |
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