+26.9%
KRE vs WSM
+44.0%
-17.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.7% | -0.4% |
| 7D | +2.8% | +8.0% | -5.2% | +0.1% |
| 30D | +5.3% | +13.5% | -8.2% | +0.9% |
| 3M | -4.2% | +8.8% | -13.1% | -7.0% |
| 6M | +8.7% | +54.7% | -46.0% | -8.5% |
| YTD | +16.4% | +53.3% | -36.9% | -0.5% |
| 1Y | +26.9% | +41.1% | -14.2% | +11.9% |
| All | +26.9% | +44.0% | -17.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling