+312.2%
KEEL vs WST
+139.4%
+172.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.1% | +7.8% |
| 7D | +21.5% | -0.3% | +21.8% | +21.6% |
| 30D | -3.9% | -4.6% | +0.7% | -1.6% |
| 3M | -34.1% | +5.7% | -39.8% | -36.0% |
| 6M | +82.8% | +37.6% | +45.3% | +56.9% |
| YTD | +58.7% | +23.0% | +35.7% | +43.0% |
| 1Y | +191.4% | +33.8% | +157.6% | +150.6% |
| 3Y | +205.7% | -13.4% | +219.1% | +188.2% |
| 5Y | -37.0% | -27.0% | -10.0% | -36.2% |
| All | +312.2% | +139.4% | +172.8% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling