+375.5%
KO vs WCN
+6,610.8%
-6,235.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -1.1% | -4.4% | +3.3% | -0.4% |
| 30D | +1.6% | -4.4% | +6.0% | +2.2% |
| 3M | +5.8% | +0.5% | +5.3% | +5.7% |
| 6M | +14.3% | -3.3% | +17.5% | +14.7% |
| YTD | +27.3% | -8.5% | +35.8% | +28.7% |
| 1Y | +33.2% | -8.9% | +42.1% | +34.7% |
| 3Y | +64.5% | +18.0% | +46.4% | +59.9% |
| 5Y | +83.1% | +25.0% | +58.1% | +76.3% |
| 10Y | +183.9% | +234.7% | -50.8% | +144.7% |
| All | +375.5% | +6,610.8% | -6,235.3% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling