+42.1%
WWD vs TKO
+1.2%
+40.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.4% |
| 7D | +1.3% | +0.7% | +0.5% | +1.1% |
| 30D | -7.2% | +1.6% | -8.8% | -7.6% |
| 3M | -3.8% | -7.8% | +3.9% | -2.3% |
| 6M | -9.9% | -13.3% | +3.4% | -7.4% |
| YTD | +14.8% | -10.3% | +25.1% | +17.5% |
| 1Y | +42.1% | -0.6% | +42.7% | +41.2% |
| All | +42.1% | +1.2% | +40.9% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling