+146.7%
KRE vs WST
+2,660.3%
-2,513.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.9% |
| 7D | +0.3% | -3.1% | +3.4% | +1.5% |
| 30D | +4.8% | +9.1% | -4.3% | +1.3% |
| 3M | -5.1% | +14.7% | -19.8% | -10.2% |
| 6M | +3.3% | +28.0% | -24.7% | -6.8% |
| YTD | +13.3% | +45.6% | -32.3% | -3.8% |
| 1Y | +22.9% | +45.7% | -22.8% | +4.1% |
| 3Y | +82.1% | +21.1% | +61.0% | +45.6% |
| 5Y | +11.0% | +0.3% | +10.7% | -8.3% |
| 10Y | +115.7% | +449.0% | -333.3% | -45.2% |
| All | +146.7% | +2,660.3% | -2,513.6% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling