+143.6%
WFC vs KEEL
+294.5%
-150.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.8% | +0.8% |
| 7D | +0.4% | +2.9% | -2.5% | +0.2% |
| 30D | +1.5% | +0.8% | +0.7% | +1.3% |
| 3M | +10.2% | -35.3% | +45.5% | +11.6% |
| 6M | +18.8% | +59.4% | -40.6% | +14.5% |
| YTD | -1.5% | +51.9% | -53.4% | -5.2% |
| 1Y | +13.5% | +75.0% | -61.5% | +7.6% |
| 3Y | +135.0% | +224.5% | -89.6% | +110.8% |
| 5Y | +130.1% | -35.9% | +166.0% | +108.3% |
| All | +143.6% | +294.5% | -150.9% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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