+1,865.7%
KO vs WWD
+15,097.2%
-13,231.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +1.5% | -6.4% | +7.9% | +2.4% |
| 3M | +11.8% | -5.6% | +17.4% | +12.2% |
| 6M | +16.2% | -9.1% | +25.3% | +17.0% |
| YTD | +28.1% | +12.5% | +15.6% | +24.7% |
| 1Y | +34.8% | +41.3% | -6.6% | +26.4% |
| 3Y | +65.5% | +170.2% | -104.8% | +38.8% |
| 5Y | +81.6% | +192.5% | -110.9% | +48.7% |
| 10Y | +176.7% | +476.9% | -300.2% | +99.5% |
| All | +1,865.7% | +15,097.2% | -13,231.5% | +972.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling