+179.3%
WSM vs TKO
+291.2%
-111.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -0.5% | +2.3% | -2.8% | -1.2% |
| 30D | -7.7% | -2.5% | -5.2% | -7.2% |
| 3M | +3.8% | -10.6% | +14.4% | +6.7% |
| 6M | +22.7% | -5.1% | +27.7% | +23.6% |
| YTD | +28.0% | -8.2% | +36.2% | +30.1% |
| 1Y | +12.7% | -4.4% | +17.2% | +12.9% |
| 3Y | +231.3% | +100.4% | +130.9% | +172.3% |
| All | +179.3% | +291.2% | -111.9% | +63.4% |
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