+177.9%
KO vs GWW
+565.7%
-387.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -3.1% | +2.0% | -0.5% |
| 30D | +1.6% | -2.3% | +3.9% | +2.0% |
| 3M | +5.8% | -3.3% | +9.1% | +6.3% |
| 6M | +14.3% | +15.4% | -1.1% | +10.6% |
| YTD | +27.3% | +26.7% | +0.6% | +20.5% |
| 1Y | +33.2% | +29.0% | +4.2% | +25.4% |
| 3Y | +64.5% | +89.0% | -24.5% | +39.8% |
| 5Y | +83.1% | +221.8% | -138.7% | +34.8% |
| All | +177.9% | +565.7% | -387.8% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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