+6,222.4%
WST vs TKO
+1,446.8%
+4,775.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.1% |
| 7D | +4.2% | +2.3% | +1.9% | +3.8% |
| 30D | +11.2% | +13.4% | -2.1% | +9.0% |
| 3M | +20.4% | -1.7% | +22.1% | +20.5% |
| 6M | +37.9% | +7.2% | +30.6% | +35.8% |
| YTD | +51.8% | -5.4% | +57.2% | +52.1% |
| 1Y | +56.6% | +8.7% | +47.9% | +53.4% |
| 3Y | +24.2% | +150.4% | -126.2% | +4.9% |
| 5Y | +0.7% | +276.6% | -276.0% | -21.7% |
| 10Y | +456.3% | +1,134.6% | -678.3% | +237.8% |
| All | +6,222.4% | +1,446.8% | +4,775.6% | +2,736.5% |
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