+23.4%
KEY vs WCC
+13.7%
+9.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -1.3% | -14.7% | +13.4% | +1.1% |
| 30D | +5.1% | -20.1% | +25.2% | +8.8% |
| 3M | -7.1% | -21.2% | +14.1% | -3.8% |
| 6M | -4.4% | -19.2% | +14.8% | -2.0% |
| YTD | +4.0% | +20.2% | -16.2% | -4.4% |
| 1Y | +23.4% | +14.5% | +9.0% | +13.9% |
| All | +23.4% | +13.7% | +9.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling