+947.3%
WDC vs KO
+82.7%
+864.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | +4.4% | -1.1% | +5.5% | +4.3% |
| 30D | +5.3% | +1.6% | +3.7% | +5.5% |
| 3M | -5.9% | +5.8% | -11.7% | -5.0% |
| 6M | +73.2% | +14.3% | +59.0% | +73.4% |
| YTD | +167.8% | +27.3% | +140.5% | +165.4% |
| 1Y | +386.0% | +33.2% | +352.8% | +376.0% |
| 3Y | +1,309.7% | +64.5% | +1,245.2% | +1,131.0% |
| All | +947.3% | +82.7% | +864.7% | +779.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling