+179.3%
KO vs WST
+344.2%
-164.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +0.2% | +1.8% | -1.6% | 0.0% |
| 30D | +1.8% | -1.7% | +3.5% | +2.0% |
| 3M | +7.7% | +4.9% | +2.8% | +7.0% |
| 6M | +15.3% | +45.5% | -30.3% | +10.1% |
| YTD | +28.0% | +26.1% | +1.9% | +24.1% |
| 1Y | +34.3% | +31.7% | +2.6% | +29.2% |
| 3Y | +63.8% | -12.1% | +75.9% | +61.8% |
| 5Y | +84.1% | -23.6% | +107.7% | +83.5% |
| All | +179.3% | +344.2% | -164.9% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling