+34.3%
KO vs WST
+35.4%
-1.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +0.2% | +1.8% | -1.6% | +0.2% |
| 30D | +1.8% | -1.7% | +3.5% | +1.8% |
| 3M | +7.7% | +4.9% | +2.8% | +7.7% |
| 6M | +15.3% | +45.5% | -30.3% | +15.1% |
| YTD | +28.0% | +26.1% | +1.9% | +27.6% |
| 1Y | +34.3% | +31.7% | +2.6% | +33.3% |
| All | +34.3% | +35.4% | -1.1% | +33.3% |
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