+689.8%
KO vs WPM
+5,810.9%
-5,121.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.5% |
| 7D | -1.1% | -3.6% | +2.5% | -0.9% |
| 30D | +1.6% | +12.5% | -10.9% | +0.8% |
| 3M | +5.8% | +40.6% | -34.9% | +3.3% |
| 6M | +14.3% | +0.5% | +13.7% | +13.7% |
| YTD | +27.3% | +29.0% | -1.7% | +24.4% |
| 1Y | +33.2% | +43.8% | -10.6% | +28.9% |
| 3Y | +64.5% | +266.3% | -201.8% | +48.5% |
| 5Y | +83.1% | +255.1% | -172.0% | +64.6% |
| 10Y | +183.9% | +526.8% | -342.9% | +141.8% |
| All | +689.8% | +5,810.9% | -5,121.1% | +431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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