+257.3%
KEY vs WAT
+12,580.5%
-12,323.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.5% | +3.4% | -2.9% | -0.4% |
| 30D | +6.9% | +9.6% | -2.8% | +4.0% |
| 3M | -5.0% | +15.5% | -20.5% | -9.1% |
| 6M | +0.7% | +33.9% | -33.2% | -8.0% |
| YTD | +6.5% | +25.2% | -18.7% | -1.7% |
| 1Y | +22.6% | +26.3% | -3.7% | +12.8% |
| 3Y | +125.3% | +85.8% | +39.5% | +81.0% |
| 5Y | +13.9% | +35.3% | -21.4% | -0.7% |
| 10Y | +105.3% | +231.8% | -126.4% | +41.3% |
| All | +257.3% | +12,580.5% | -12,323.2% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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