+13.7%
WSM vs TKO
+1.2%
+12.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.5% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | -8.4% | +1.6% | -10.0% | -9.0% |
| 3M | +9.7% | -7.8% | +17.4% | +11.4% |
| 6M | +16.7% | -13.3% | +30.0% | +19.7% |
| YTD | +28.7% | -10.3% | +39.0% | +31.2% |
| 1Y | +13.7% | -0.6% | +14.3% | +13.8% |
| All | +13.7% | +1.2% | +12.5% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling