+521.9%
KO vs SW
+730.4%
-208.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +3.1% | +4.7% | -1.5% | +3.0% |
| 30D | +11.1% | +5.0% | +6.1% | +11.0% |
| 3M | +10.9% | -7.3% | +18.2% | +11.0% |
| 6M | +23.5% | +15.0% | +8.5% | +23.1% |
| YTD | +39.6% | +18.5% | +21.1% | +39.0% |
| 1Y | +43.4% | +27.1% | +16.3% | +42.6% |
| 3Y | +83.9% | +49.3% | +34.6% | +81.9% |
| 5Y | +95.0% | -1.6% | +96.6% | +93.1% |
| 10Y | +213.1% | +185.4% | +27.7% | +206.2% |
| All | +521.9% | +730.4% | -208.5% | +516.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling