+770.0%
WDC vs KO
+91.1%
+678.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.9% | -6.9% | -3.5% |
| 7D | +12.1% | +3.7% | +8.3% | +15.4% |
| 30D | -18.8% | +8.1% | -26.9% | -13.0% |
| 3M | -39.3% | +14.2% | -53.5% | -32.0% |
| 6M | -40.1% | +25.2% | -65.3% | -27.5% |
| YTD | +71.8% | +44.7% | +27.1% | +122.9% |
| 1Y | +88.5% | +43.4% | +45.1% | +144.1% |
| 3Y | +770.0% | +90.1% | +679.9% | +1,116.6% |
| All | +770.0% | +91.1% | +678.9% | +1,116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling