+43.2%
KO vs WST
+47.3%
-4.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +4.4% | +1.3% | +3.2% | +4.4% |
| 30D | +10.7% | +8.5% | +2.2% | +10.5% |
| 3M | +11.3% | +17.2% | -5.9% | +10.8% |
| 6M | +24.0% | +36.3% | -12.2% | +23.3% |
| YTD | +39.7% | +48.9% | -9.2% | +38.2% |
| 1Y | +43.2% | +42.9% | +0.3% | +42.5% |
| All | +43.2% | +47.3% | -4.1% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling