+4,224.1%
KO vs WSM
+34,191.7%
-29,967.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +1.6% | -10.7% | +12.3% | +2.5% |
| 3M | +5.8% | +8.5% | -2.7% | +5.0% |
| 6M | +14.3% | +19.6% | -5.4% | +12.4% |
| YTD | +27.3% | +26.6% | +0.7% | +24.5% |
| 1Y | +33.2% | +12.0% | +21.2% | +31.4% |
| 3Y | +64.5% | +226.6% | -162.2% | +45.7% |
| 5Y | +83.1% | +174.1% | -91.0% | +62.0% |
| 10Y | +183.9% | +1,052.9% | -869.0% | +115.4% |
| All | +4,224.1% | +34,191.7% | -29,967.6% | +2,137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling