+32.4%
KRE vs WCC
+222.1%
-189.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | -1.1% | +6.8% | -7.9% | -3.5% |
| 30D | -3.4% | -3.0% | -0.4% | -2.6% |
| 3M | +3.7% | +0.2% | +3.5% | +2.2% |
| 6M | +14.8% | +33.2% | -18.4% | -0.1% |
| YTD | +14.7% | +45.8% | -31.2% | -4.2% |
| 1Y | +16.0% | +68.4% | -52.4% | -9.4% |
| 3Y | +84.3% | +131.1% | -46.9% | +19.8% |
| All | +32.4% | +222.1% | -189.6% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling