-14.4%
WST vs TKO
+103.5%
-117.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.1% |
| 7D | -1.7% | +0.7% | -2.3% | -1.7% |
| 30D | -4.3% | +0.9% | -5.2% | -4.4% |
| 3M | +0.7% | -6.2% | +6.9% | +1.1% |
| 6M | +36.0% | -5.6% | +41.6% | +36.3% |
| YTD | +22.7% | -7.8% | +30.6% | +23.1% |
| 1Y | +34.1% | -1.2% | +35.3% | +33.7% |
| All | -14.4% | +103.5% | -117.9% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling