+81.6%
KO vs WCN
+24.7%
+56.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -1.1% | -4.4% | +3.3% | +0.3% |
| 30D | +1.6% | -4.4% | +6.0% | +3.0% |
| 3M | +5.8% | +0.5% | +5.3% | +5.6% |
| 6M | +14.3% | -3.3% | +17.5% | +15.3% |
| YTD | +27.3% | -8.5% | +35.8% | +30.4% |
| 1Y | +33.2% | -8.9% | +42.1% | +36.5% |
| 3Y | +64.5% | +18.0% | +46.4% | +53.2% |
| All | +81.6% | +24.7% | +56.9% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling