+223.1%
KO vs SW
+185.0%
+38.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +1.8% | -2.6% | +4.4% | +2.0% |
| 30D | +8.7% | +7.2% | +1.5% | +8.3% |
| 3M | +13.5% | -10.5% | +24.0% | +14.0% |
| 6M | +25.6% | +9.9% | +15.7% | +24.9% |
| YTD | +42.3% | +17.2% | +25.0% | +41.0% |
| 1Y | +39.9% | +26.5% | +13.4% | +38.1% |
| 3Y | +87.5% | +47.7% | +39.9% | +82.6% |
| 5Y | +99.1% | +0.2% | +98.9% | +94.8% |
| All | +223.1% | +185.0% | +38.1% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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