+4,210.3%
KO vs WFC
+8,646.9%
-4,436.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.3% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | +0.8% | +2.5% | -1.7% | +0.2% |
| 3M | +8.3% | +10.0% | -1.7% | +6.1% |
| 6M | +14.0% | +15.1% | -1.0% | +10.5% |
| YTD | +26.9% | -2.2% | +29.1% | +26.7% |
| 1Y | +32.7% | +13.5% | +19.2% | +28.2% |
| 3Y | +63.9% | +135.2% | -71.3% | +33.6% |
| 5Y | +81.7% | +128.3% | -46.6% | +46.4% |
| 10Y | +183.0% | +142.4% | +40.6% | +114.9% |
| All | +4,210.3% | +8,646.9% | -4,436.6% | +818.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling