+177.9%
KO vs WAT
+166.5%
+11.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.1% | -2.9% | +1.8% | -0.6% |
| 30D | +1.6% | -3.2% | +4.8% | +2.1% |
| 3M | +5.8% | +10.6% | -4.8% | +3.8% |
| 6M | +14.3% | +34.0% | -19.8% | +7.7% |
| YTD | +27.3% | +5.7% | +21.6% | +24.9% |
| 1Y | +33.2% | +37.1% | -3.9% | +24.0% |
| 3Y | +64.5% | +52.4% | +12.1% | +43.8% |
| 5Y | +83.1% | -4.4% | +87.5% | +77.5% |
| All | +177.9% | +166.5% | +11.4% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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