+81.6%
KO vs WSM
+172.3%
-90.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +1.6% | -10.7% | +12.3% | +2.0% |
| 3M | +5.8% | +8.5% | -2.7% | +5.3% |
| 6M | +14.3% | +19.6% | -5.4% | +13.3% |
| YTD | +27.3% | +26.6% | +0.7% | +25.8% |
| 1Y | +33.2% | +12.0% | +21.2% | +32.2% |
| 3Y | +64.5% | +226.6% | -162.2% | +47.4% |
| All | +81.6% | +172.3% | -90.6% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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