+10,541.3%
WWD vs TKO
+1,406.3%
+9,135.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +0.6% | +0.7% | 0.0% | +0.4% |
| 30D | -5.1% | +0.9% | -6.0% | -5.5% |
| 3M | -11.2% | -6.2% | -5.1% | -10.3% |
| 6M | -12.0% | -5.6% | -6.4% | -11.4% |
| YTD | +12.0% | -7.8% | +19.8% | +13.2% |
| 1Y | +42.8% | -1.2% | +44.0% | +41.7% |
| 3Y | +168.9% | +106.5% | +62.4% | +119.1% |
| 5Y | +192.2% | +310.4% | -118.2% | +97.0% |
| 10Y | +495.3% | +987.5% | -492.3% | +192.9% |
| All | +10,541.3% | +1,406.3% | +9,135.0% | +3,170.2% |
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 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