+82.6%
KO vs WAT
-3.5%
+86.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +1.8% | -1.9% | +3.7% | +2.0% |
| 3M | +7.7% | +13.5% | -5.8% | +6.2% |
| 6M | +15.3% | +37.2% | -22.0% | +11.0% |
| YTD | +28.0% | +7.5% | +20.5% | +26.5% |
| 1Y | +34.3% | +35.0% | -0.7% | +29.0% |
| 3Y | +63.8% | +55.1% | +8.7% | +49.6% |
| All | +82.6% | -3.5% | +86.0% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling