+179.3%
KO vs WCN
+235.9%
-56.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +0.2% | -3.1% | +3.4% | +1.7% |
| 30D | +1.8% | -3.4% | +5.2% | +3.4% |
| 3M | +7.7% | +3.0% | +4.7% | +6.2% |
| 6M | +15.3% | -3.8% | +19.0% | +16.8% |
| YTD | +28.0% | -8.3% | +36.3% | +31.9% |
| 1Y | +34.3% | -9.7% | +44.0% | +39.2% |
| 3Y | +63.8% | +17.2% | +46.6% | +47.6% |
| 5Y | +84.1% | +25.3% | +58.8% | +57.6% |
| All | +179.3% | +235.9% | -56.6% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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