+1,188.5%
WDC vs KO
+184.8%
+1,003.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -4.3% | +0.2% | -4.6% | -4.4% |
| 30D | -1.5% | +1.8% | -3.3% | -2.5% |
| 3M | -15.5% | +7.7% | -23.2% | -19.6% |
| 6M | +66.5% | +15.3% | +51.2% | +51.8% |
| YTD | +159.9% | +28.0% | +131.9% | +123.5% |
| 1Y | +366.0% | +34.3% | +331.7% | +286.1% |
| 3Y | +1,285.8% | +63.8% | +1,222.0% | +865.0% |
| 5Y | +925.6% | +84.1% | +841.5% | +544.2% |
| All | +1,188.5% | +184.8% | +1,003.8% | +548.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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