+177.9%
KO vs WMB
+304.7%
-126.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.8% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | +1.6% | +0.7% | +0.9% | +1.3% |
| 3M | +5.8% | +1.5% | +4.2% | +5.3% |
| 6M | +14.3% | +0.1% | +14.2% | +13.9% |
| YTD | +27.3% | +22.9% | +4.4% | +22.4% |
| 1Y | +33.2% | +27.9% | +5.3% | +26.9% |
| 3Y | +64.5% | +139.1% | -74.7% | +37.7% |
| 5Y | +83.1% | +270.9% | -187.8% | +39.9% |
| All | +177.9% | +304.7% | -126.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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