-40.4%
WU vs TKO
+989.7%
-1,030.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.5% | +2.3% | -5.8% | -3.9% |
| 30D | -2.9% | -2.5% | -0.5% | -2.6% |
| 3M | -2.3% | -10.6% | +8.3% | -0.7% |
| 6M | -25.4% | -5.1% | -20.3% | -25.1% |
| YTD | -21.2% | -8.2% | -13.0% | -20.6% |
| 1Y | -8.9% | -4.4% | -4.4% | -8.9% |
| 3Y | -29.0% | +100.4% | -129.3% | -37.9% |
| 5Y | -50.7% | +294.3% | -345.0% | -62.1% |
| All | -40.4% | +989.7% | -1,030.0% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling