+199.0%
KO vs W
+177.7%
+21.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +0.4% | +6.5% | -6.1% | +0.2% |
| 30D | +1.5% | -6.2% | +7.7% | +1.7% |
| 3M | +11.8% | +48.9% | -37.1% | +10.2% |
| 6M | +16.2% | +31.2% | -15.0% | +14.8% |
| YTD | +28.1% | -0.4% | +28.5% | +27.4% |
| 1Y | +34.8% | +14.8% | +19.9% | +33.2% |
| 3Y | +65.5% | +40.5% | +25.0% | +60.1% |
| 5Y | +81.6% | -62.1% | +143.7% | +78.2% |
| 10Y | +176.7% | +141.5% | +35.2% | +134.5% |
| All | +199.0% | +177.7% | +21.3% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling