+33.0%
KRE vs WST
-25.8%
+58.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | -2.5% | -4.6% | +2.1% | -1.9% |
| 3M | +6.2% | +5.7% | +0.5% | +5.4% |
| 6M | +15.8% | +37.6% | -21.7% | +10.7% |
| YTD | +16.0% | +23.0% | -7.0% | +12.4% |
| 1Y | +16.2% | +33.8% | -17.7% | +11.0% |
| 3Y | +86.4% | -13.4% | +99.8% | +83.4% |
| 5Y | +33.0% | -27.0% | +59.9% | +20.0% |
| All | +33.0% | -25.8% | +58.7% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling