+179.3%
KO vs WBD
+15.0%
+164.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +0.2% | -0.7% | +1.0% | +0.3% |
| 30D | +1.8% | +1.4% | +0.4% | +1.7% |
| 3M | +7.7% | +4.4% | +3.3% | +7.3% |
| 6M | +15.3% | +0.8% | +14.4% | +15.1% |
| YTD | +28.0% | -2.7% | +30.7% | +28.2% |
| 1Y | +34.3% | +73.4% | -39.1% | +28.0% |
| 3Y | +63.8% | +142.1% | -78.4% | +47.6% |
| 5Y | +84.1% | +7.2% | +76.8% | +75.9% |
| All | +179.3% | +15.0% | +164.4% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling