+170.0%
KEY vs WSM
+998.8%
-828.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +2.7% | +2.6% | +0.2% | +1.8% |
| 30D | -3.2% | -9.5% | +6.3% | +0.3% |
| 3M | +1.0% | +12.9% | -11.9% | -3.8% |
| 6M | +11.9% | +23.0% | -11.2% | +3.0% |
| YTD | +8.7% | +28.9% | -20.2% | -1.7% |
| 1Y | +18.5% | +13.7% | +4.8% | +11.7% |
| 3Y | +124.0% | +232.6% | -108.7% | +32.1% |
| 5Y | +40.8% | +185.9% | -145.0% | -16.3% |
| All | +170.0% | +998.8% | -828.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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