+294.5%
KEEL vs WSM
+724.3%
-429.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.3% |
| 7D | +2.9% | -0.5% | +3.4% | +3.2% |
| 30D | +0.8% | -7.7% | +8.6% | +4.3% |
| 3M | -35.3% | +3.8% | -39.1% | -36.9% |
| 6M | +59.4% | +22.7% | +36.7% | +45.0% |
| YTD | +51.9% | +28.0% | +23.9% | +36.7% |
| 1Y | +75.0% | +12.7% | +62.3% | +65.3% |
| 3Y | +224.5% | +231.3% | -6.7% | +90.3% |
| 5Y | -35.9% | +177.2% | -213.1% | -61.4% |
| All | +294.5% | +724.3% | -429.8% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling