+177.9%
KO vs WCC
+518.6%
-340.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.6% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | +1.6% | -6.1% | +7.6% | +2.1% |
| 3M | +5.8% | +3.1% | +2.7% | +5.0% |
| 6M | +14.3% | +28.2% | -14.0% | +10.4% |
| YTD | +27.3% | +41.1% | -13.8% | +21.4% |
| 1Y | +33.2% | +61.3% | -28.1% | +24.7% |
| 3Y | +64.5% | +123.6% | -59.2% | +43.2% |
| 5Y | +83.1% | +214.8% | -131.7% | +45.9% |
| All | +177.9% | +518.6% | -340.7% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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