+4,304.6%
KR vs WST
+12,330.1%
-8,025.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | +4.1% | -3.1% | +7.2% | +4.5% |
| 3M | -5.2% | +7.2% | -12.4% | -6.4% |
| 6M | -12.8% | +36.8% | -49.6% | -17.3% |
| YTD | -4.6% | +23.8% | -28.5% | -8.3% |
| 1Y | -11.7% | +37.8% | -49.4% | -16.8% |
| 3Y | +36.3% | -15.9% | +52.1% | +33.3% |
| 5Y | +40.0% | -25.8% | +65.8% | +37.2% |
| 10Y | +122.2% | +319.6% | -197.4% | +47.0% |
| All | +4,304.6% | +12,330.1% | -8,025.5% | +1,207.7% |
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