+177.9%
KO vs W
+155.6%
+22.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | +1.6% | -5.6% | +7.1% | +1.7% |
| 3M | +5.8% | +41.9% | -36.2% | +4.3% |
| 6M | +14.3% | +30.2% | -15.9% | +12.9% |
| YTD | +27.3% | -2.9% | +30.3% | +26.7% |
| 1Y | +33.2% | +11.6% | +21.6% | +31.7% |
| 3Y | +64.5% | +37.0% | +27.5% | +58.9% |
| 5Y | +83.1% | -62.8% | +146.0% | +80.2% |
| All | +177.9% | +155.6% | +22.2% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling