+149.6%
KRE vs WSM
+1,949.8%
-1,800.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -1.1% | +2.6% | -3.7% | -2.0% |
| 30D | -3.4% | -9.3% | +5.9% | 0.0% |
| 3M | +3.7% | +7.1% | -3.4% | +0.8% |
| 6M | +14.8% | +21.7% | -7.0% | +6.1% |
| YTD | +14.7% | +28.7% | -14.1% | +3.7% |
| 1Y | +16.0% | +13.9% | +2.2% | +9.3% |
| 3Y | +84.3% | +232.2% | -147.9% | +9.6% |
| 5Y | +30.9% | +176.4% | -145.5% | -21.1% |
| 10Y | +122.0% | +1,072.4% | -950.5% | -35.0% |
| All | +149.6% | +1,949.8% | -1,800.2% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling