+122.0%
KRE vs WST
+325.7%
-203.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | -3.4% | -4.3% | +0.9% | -2.6% |
| 3M | +3.7% | +0.7% | +3.0% | +3.4% |
| 6M | +14.8% | +36.0% | -21.3% | +7.9% |
| YTD | +14.7% | +22.7% | -8.1% | +9.7% |
| 1Y | +16.0% | +34.1% | -18.1% | +8.7% |
| 3Y | +84.3% | -13.6% | +97.8% | +80.0% |
| 5Y | +30.9% | -26.0% | +56.8% | +29.2% |
| 10Y | +122.0% | +335.8% | -213.8% | +16.9% |
| All | +122.0% | +325.7% | -203.7% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling