+17,845.4%
WDC vs KO
+4,278.0%
+13,567.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.2% |
| 7D | +1.7% | -1.8% | +3.5% | +2.4% |
| 30D | -10.0% | +1.4% | -11.4% | -10.6% |
| 3M | -18.8% | +15.4% | -34.1% | -24.6% |
| 6M | +79.0% | +14.3% | +64.8% | +66.6% |
| YTD | +171.6% | +27.7% | +143.9% | +141.4% |
| 1Y | +417.4% | +32.7% | +384.7% | +349.8% |
| 3Y | +1,251.8% | +62.2% | +1,189.6% | +959.1% |
| 5Y | +911.7% | +80.0% | +831.7% | +656.3% |
| 10Y | +1,399.6% | +175.6% | +1,224.0% | +856.7% |
| All | +17,845.4% | +4,278.0% | +13,567.4% | +3,243.4% |
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