+692.0%
WMB vs TKO
+1,439.7%
-747.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.0% | -2.7% | +1.0% |
| 7D | +0.8% | +7.2% | -6.4% | -0.9% |
| 30D | +7.7% | +4.7% | +3.0% | +6.3% |
| 3M | +6.7% | -3.2% | +9.9% | +7.1% |
| 6M | +3.6% | -2.9% | +6.5% | +3.5% |
| YTD | +28.0% | -5.8% | +33.8% | +28.4% |
| 1Y | +37.6% | -1.1% | +38.7% | +36.0% |
| 3Y | +149.0% | +111.1% | +37.9% | +98.6% |
| 5Y | +285.3% | +315.6% | -30.3% | +152.0% |
| 10Y | +302.1% | +978.5% | -676.4% | +87.3% |
| All | +692.0% | +1,439.7% | -747.8% | +128.1% |
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 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