+5,024.8%
WST vs TKO
+1,439.7%
+3,585.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.4% |
| 7D | -0.3% | +7.2% | -7.4% | -1.4% |
| 30D | -4.6% | +4.7% | -9.3% | -5.4% |
| 3M | +5.7% | -3.2% | +8.9% | +6.0% |
| 6M | +37.6% | -2.9% | +40.4% | +37.6% |
| YTD | +23.0% | -5.8% | +28.8% | +23.5% |
| 1Y | +33.8% | -1.1% | +34.9% | +33.0% |
| 3Y | -13.4% | +111.1% | -124.5% | -25.0% |
| 5Y | -27.0% | +315.6% | -342.5% | -44.1% |
| 10Y | +324.5% | +978.5% | -653.9% | +163.2% |
| All | +5,024.8% | +1,439.7% | +3,585.0% | +2,202.5% |
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