+94.0%
KRE vs WST
+446.4%
-352.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 30D | +5.9% | +12.7% | -6.8% | +3.6% |
| 3M | -3.3% | +17.2% | -20.5% | -6.2% |
| 6M | +5.8% | +26.7% | -20.8% | +1.1% |
| YTD | +14.7% | +50.3% | -35.5% | +5.6% |
| 1Y | +22.0% | +50.2% | -28.2% | +12.3% |
| 3Y | +91.6% | +21.7% | +69.9% | +73.8% |
| 5Y | +13.0% | +2.0% | +10.9% | +4.0% |
| 10Y | +94.0% | +451.1% | -357.1% | -1.0% |
| All | +94.0% | +446.4% | -352.4% | -1.0% |
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