+63.8%
KO vs WFC
+134.7%
-70.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +0.2% | +0.4% | -0.1% | +0.3% |
| 30D | +1.8% | +1.5% | +0.3% | +1.9% |
| 3M | +7.7% | +10.2% | -2.5% | +7.9% |
| 6M | +15.3% | +18.8% | -3.5% | +15.7% |
| YTD | +28.0% | -1.5% | +29.5% | +28.1% |
| 1Y | +34.3% | +13.5% | +20.7% | +34.5% |
| 3Y | +63.8% | +135.0% | -71.2% | +58.2% |
| All | +63.8% | +134.7% | -70.9% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 3y: compounded portfolio wealth divided by compounded WFC 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…
3y analysis · Full analysis span regression · 6 months rolling