+62.9%
KO vs WU
-29.2%
+92.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -1.1% | -5.0% | +3.9% | -0.8% |
| 30D | +1.6% | -2.3% | +3.8% | +1.7% |
| 3M | +5.8% | -3.2% | +9.0% | +5.7% |
| 6M | +14.3% | -25.0% | +39.3% | +16.4% |
| YTD | +27.3% | -21.7% | +49.0% | +28.9% |
| 1Y | +33.2% | -9.0% | +42.1% | +32.2% |
| All | +62.9% | -29.2% | +92.1% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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