+32.7%
KO vs WBD
+135.8%
-103.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.8% | -1.8% | 0.0% | -1.8% |
| 30D | +1.4% | +8.8% | -7.4% | +1.5% |
| 3M | +15.4% | +4.6% | +10.8% | +15.4% |
| 6M | +14.3% | +1.1% | +13.2% | +14.3% |
| YTD | +27.7% | -2.0% | +29.6% | +27.7% |
| 1Y | +32.7% | +140.0% | -107.3% | +34.8% |
| All | +32.7% | +135.8% | -103.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 1y: compounded portfolio wealth divided by compounded WBD 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…
1y analysis · Full analysis span regression · 6 months rolling