+525.4%
WPM vs TKO
+989.7%
-464.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | -0.6% | +2.3% | -2.9% | -0.7% |
| 30D | +14.4% | -2.5% | +16.9% | +14.6% |
| 3M | +37.0% | -10.6% | +47.6% | +37.9% |
| 6M | +4.1% | -5.1% | +9.2% | +4.4% |
| YTD | +31.7% | -8.2% | +39.9% | +32.3% |
| 1Y | +44.2% | -4.4% | +48.6% | +44.4% |
| 3Y | +265.5% | +100.4% | +165.1% | +250.9% |
| 5Y | +262.5% | +294.3% | -31.8% | +241.2% |
| All | +525.4% | +989.7% | -464.2% | +515.2% |
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