-35.3%
KEEL vs WSM
+175.3%
-210.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.1% |
| 7D | +2.9% | -0.5% | +3.4% | +3.3% |
| 30D | +0.8% | -7.7% | +8.6% | +6.0% |
| 3M | -35.3% | +3.8% | -39.1% | -37.8% |
| 6M | +59.4% | +22.7% | +36.7% | +38.1% |
| YTD | +51.9% | +28.0% | +23.9% | +29.2% |
| 1Y | +75.0% | +12.7% | +62.3% | +59.8% |
| 3Y | +224.5% | +231.3% | -6.7% | +20.6% |
| All | -35.3% | +175.3% | -210.6% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling