+689.5%
KO vs WTW
+1,101.3%
-411.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.1% | -7.8% | +6.7% | +1.0% |
| 30D | +1.6% | -7.9% | +9.4% | +3.7% |
| 3M | +5.8% | +19.9% | -14.2% | +0.7% |
| 6M | +14.3% | +9.8% | +4.5% | +10.8% |
| YTD | +27.3% | -3.3% | +30.7% | +27.1% |
| 1Y | +33.2% | -3.3% | +36.5% | +32.7% |
| 3Y | +64.5% | +61.5% | +2.9% | +41.3% |
| 5Y | +83.1% | +42.6% | +40.5% | +61.1% |
| 10Y | +183.9% | +197.1% | -13.1% | +103.8% |
| All | +689.5% | +1,101.3% | -411.7% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling