+81.6%
KO vs WWD
+180.3%
-98.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -1.1% | -2.9% | +1.8% | -0.9% |
| 30D | +1.6% | -6.6% | +8.2% | +2.0% |
| 3M | +5.8% | -9.3% | +15.1% | +6.1% |
| 6M | +14.3% | -13.6% | +27.9% | +15.0% |
| YTD | +27.3% | +10.4% | +17.0% | +25.0% |
| 1Y | +33.2% | +39.9% | -6.7% | +27.2% |
| 3Y | +64.5% | +165.0% | -100.6% | +39.8% |
| All | +81.6% | +180.3% | -98.7% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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