+155.8%
KRE vs WST
+2,247.2%
-2,091.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | -2.7% | -3.1% | +0.5% | -1.5% |
| 3M | +8.2% | +7.2% | +1.0% | +4.9% |
| 6M | +12.8% | +36.8% | -24.0% | -1.3% |
| YTD | +17.5% | +23.8% | -6.4% | +6.4% |
| 1Y | +16.6% | +37.8% | -21.2% | +0.1% |
| 3Y | +79.5% | -15.9% | +95.4% | +68.8% |
| 5Y | +32.4% | -25.8% | +58.2% | +25.4% |
| 10Y | +124.1% | +319.6% | -195.5% | -35.0% |
| All | +155.8% | +2,247.2% | -2,091.4% | -78.2% |
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