+81.6%
KO vs WCC
+212.3%
-130.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.1% |
| 30D | +1.6% | -6.1% | +7.6% | +1.7% |
| 3M | +5.8% | +3.1% | +2.7% | +5.5% |
| 6M | +14.3% | +28.2% | -14.0% | +12.9% |
| YTD | +27.3% | +41.1% | -13.8% | +25.3% |
| 1Y | +33.2% | +61.3% | -28.1% | +30.1% |
| 3Y | +64.5% | +123.6% | -59.2% | +54.7% |
| All | +81.6% | +212.3% | -130.7% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling