+121.6%
KRE vs WCC
+518.6%
-396.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.9% |
| 7D | -1.4% | +1.7% | -3.1% | -2.2% |
| 30D | -3.9% | -6.1% | +2.1% | -1.7% |
| 3M | +3.6% | +3.1% | +0.5% | +0.5% |
| 6M | +15.4% | +28.2% | -12.9% | -0.1% |
| YTD | +15.2% | +41.1% | -25.9% | -5.0% |
| 1Y | +16.5% | +61.3% | -44.8% | -10.6% |
| 3Y | +85.2% | +123.6% | -38.5% | +14.7% |
| 5Y | +33.1% | +214.8% | -181.7% | -35.0% |
| All | +121.6% | +518.6% | -396.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling