+81.6%
KO vs WTW
+41.9%
+39.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.1% | -7.8% | +6.7% | +0.7% |
| 30D | +1.6% | -7.9% | +9.4% | +3.4% |
| 3M | +5.8% | +19.9% | -14.2% | +1.6% |
| 6M | +14.3% | +9.8% | +4.5% | +11.5% |
| YTD | +27.3% | -3.3% | +30.7% | +27.5% |
| 1Y | +33.2% | -3.3% | +36.5% | +33.1% |
| 3Y | +64.5% | +61.5% | +2.9% | +41.2% |
| All | +81.6% | +41.9% | +39.7% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling