+1,131.6%
KO vs WAB
+4,056.8%
-2,925.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +0.8% | -4.6% | +5.3% | +1.4% |
| 3M | +8.3% | +5.6% | +2.7% | +7.2% |
| 6M | +14.0% | +13.8% | +0.2% | +11.5% |
| YTD | +26.9% | +31.9% | -4.9% | +21.5% |
| 1Y | +32.7% | +48.3% | -15.6% | +24.7% |
| 3Y | +63.9% | +167.1% | -103.2% | +40.1% |
| 5Y | +81.7% | +222.9% | -141.2% | +50.0% |
| 10Y | +183.0% | +289.9% | -106.9% | +119.0% |
| All | +1,131.6% | +4,056.8% | -2,925.2% | +566.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling