+675.3%
KO vs WBD
+292.4%
+383.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +1.6% | +4.2% | -2.6% | +1.1% |
| 3M | +5.8% | +7.5% | -1.8% | +4.8% |
| 6M | +14.3% | +1.6% | +12.7% | +14.0% |
| YTD | +27.3% | -2.2% | +29.5% | +27.5% |
| 1Y | +33.2% | +124.9% | -91.7% | +19.1% |
| 3Y | +64.5% | +149.1% | -84.6% | +39.6% |
| 5Y | +83.1% | +7.8% | +75.3% | +68.8% |
| 10Y | +183.9% | +14.9% | +169.0% | +136.4% |
| All | +675.3% | +292.4% | +383.0% | +354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling