+62.9%
KO vs WTW
+61.8%
+1.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.1% | -7.8% | +6.7% | +0.2% |
| 30D | +1.6% | -7.9% | +9.4% | +2.9% |
| 3M | +5.8% | +19.9% | -14.2% | +2.9% |
| 6M | +14.3% | +9.8% | +4.5% | +12.4% |
| YTD | +27.3% | -3.3% | +30.7% | +27.4% |
| 1Y | +33.2% | -3.3% | +36.5% | +33.2% |
| All | +62.9% | +61.8% | +1.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling