+149.8%
KRE vs WST
+2,748.3%
-2,598.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.3% | +1.4% | -1.1% | -0.3% |
| 30D | +5.9% | +12.7% | -6.8% | +1.1% |
| 3M | -3.3% | +17.2% | -20.5% | -9.3% |
| 6M | +5.8% | +26.7% | -20.8% | -4.1% |
| YTD | +14.7% | +50.3% | -35.5% | -3.8% |
| 1Y | +22.0% | +50.2% | -28.2% | +2.1% |
| 3Y | +91.6% | +21.7% | +69.9% | +53.5% |
| 5Y | +13.0% | +2.0% | +10.9% | -7.0% |
| 10Y | +94.0% | +451.1% | -357.1% | -50.4% |
| All | +149.8% | +2,748.3% | -2,598.5% | -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