+81.6%
KO vs WAB
+218.4%
-136.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +1.6% | -5.9% | +7.4% | +2.3% |
| 3M | +5.8% | +9.4% | -3.6% | +4.2% |
| 6M | +14.3% | +13.8% | +0.4% | +11.7% |
| YTD | +27.3% | +31.8% | -4.4% | +21.7% |
| 1Y | +33.2% | +48.5% | -15.3% | +24.8% |
| 3Y | +64.5% | +167.0% | -102.5% | +31.8% |
| All | +81.6% | +218.4% | -136.8% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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