+4,934.8%
KNX vs WST
+7,412.6%
-2,477.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.0% |
| 7D | +7.4% | +0.7% | +6.6% | +7.1% |
| 30D | +2.0% | -3.1% | +5.1% | +3.0% |
| 3M | -7.9% | +7.2% | -15.1% | -10.1% |
| 6M | +14.4% | +36.8% | -22.5% | +2.9% |
| YTD | +38.9% | +23.8% | +15.1% | +28.6% |
| 1Y | +65.9% | +37.8% | +28.1% | +47.4% |
| 3Y | +35.8% | -15.9% | +51.7% | +30.3% |
| 5Y | +43.3% | -25.8% | +69.2% | +39.2% |
| 10Y | +179.6% | +319.6% | -140.0% | +33.9% |
| All | +4,934.8% | +7,412.6% | -2,477.8% | +780.5% |
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