+62.9%
KO vs WST
-11.8%
+74.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | +0.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +1.6% | -2.0% | +3.6% | +1.6% |
| 3M | +5.8% | +4.1% | +1.7% | +5.7% |
| 6M | +14.3% | +47.4% | -33.1% | +13.5% |
| YTD | +27.3% | +25.4% | +1.9% | +26.8% |
| 1Y | +33.2% | +35.3% | -2.1% | +32.4% |
| All | +62.9% | -11.8% | +74.8% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling