+163.1%
WWD vs TKO
+102.7%
+60.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -2.6% | +2.3% | -4.9% | -3.1% |
| 30D | -6.9% | -2.5% | -4.5% | -6.6% |
| 3M | -13.0% | -10.6% | -2.4% | -11.2% |
| 6M | -12.5% | -5.1% | -7.4% | -12.0% |
| YTD | +11.8% | -8.2% | +20.1% | +13.1% |
| 1Y | +41.1% | -4.4% | +45.5% | +41.2% |
| 3Y | +163.1% | +100.4% | +62.7% | +141.7% |
| All | +163.1% | +102.7% | +60.4% | +141.7% |
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