+930.2%
KO vs WAT
+10,644.3%
-9,714.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +1.5% | -1.0% | +2.5% | +1.6% |
| 3M | +11.8% | +10.9% | +0.9% | +10.4% |
| 6M | +16.2% | +33.2% | -16.9% | +11.9% |
| YTD | +28.1% | +6.1% | +22.0% | +26.4% |
| 1Y | +34.8% | +30.2% | +4.5% | +29.6% |
| 3Y | +65.5% | +52.9% | +12.6% | +53.7% |
| 5Y | +81.6% | -5.1% | +86.7% | +77.1% |
| 10Y | +176.7% | +152.6% | +24.1% | +138.6% |
| All | +930.2% | +10,644.3% | -9,714.0% | +523.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling