+280.1%
KEEL vs WCC
+727.4%
-447.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.2% | -4.0% | -5.7% |
| 7D | +2.7% | +1.7% | +1.0% | +2.0% |
| 30D | +4.6% | -6.1% | +10.6% | +8.5% |
| 3M | -34.5% | +3.1% | -37.6% | -34.0% |
| 6M | +59.3% | +28.2% | +31.0% | +46.9% |
| YTD | +46.4% | +41.1% | +5.3% | +30.6% |
| 1Y | +96.6% | +61.3% | +35.3% | +66.5% |
| 3Y | +182.0% | +123.6% | +58.3% | +106.9% |
| 5Y | -38.2% | +214.8% | -253.0% | -57.3% |
| All | +280.1% | +727.4% | -447.3% | +372.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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