+179.3%
KO vs W
+158.6%
+20.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | +1.8% | -4.2% | +6.1% | +1.9% |
| 3M | +7.7% | +26.9% | -19.2% | +6.6% |
| 6M | +15.3% | +31.2% | -16.0% | +13.8% |
| YTD | +28.0% | -1.8% | +29.8% | +27.4% |
| 1Y | +34.3% | +9.3% | +24.9% | +32.9% |
| 3Y | +63.8% | +33.2% | +30.6% | +58.5% |
| 5Y | +84.1% | -62.4% | +146.5% | +81.1% |
| All | +179.3% | +158.6% | +20.7% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded W 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling