+1,117.5%
KDP vs WST
+1,604.3%
-486.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +1.3% | +0.7% | +0.5% | +1.1% |
| 30D | +6.0% | -3.1% | +9.1% | +6.6% |
| 3M | +9.2% | +7.2% | +2.0% | +7.6% |
| 6M | +14.7% | +36.8% | -22.1% | +7.4% |
| YTD | +19.2% | +23.8% | -4.7% | +13.6% |
| 1Y | +15.2% | +37.8% | -22.6% | +6.9% |
| 3Y | +6.0% | -15.9% | +21.9% | +3.7% |
| 5Y | +5.4% | -25.8% | +31.2% | +3.8% |
| 10Y | +171.9% | +319.6% | -147.7% | +47.1% |
| All | +1,117.5% | +1,604.3% | -486.8% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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