+11,253.4%
WDC vs KO
+4,863.2%
+6,390.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.9% | -6.9% | -5.7% |
| 7D | +12.1% | +3.7% | +8.3% | +10.5% |
| 30D | -18.8% | +8.1% | -26.9% | -21.4% |
| 3M | -39.3% | +14.2% | -53.5% | -42.7% |
| 6M | -40.1% | +25.2% | -65.3% | -46.3% |
| YTD | +71.8% | +44.7% | +27.1% | +45.0% |
| 1Y | +88.5% | +43.4% | +45.1% | +59.3% |
| 3Y | +770.0% | +90.1% | +679.9% | +538.6% |
| 5Y | +549.0% | +103.0% | +446.1% | +362.1% |
| 10Y | +650.3% | +229.8% | +420.5% | +345.5% |
| All | +11,253.4% | +4,863.2% | +6,390.2% | +1,907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling