+117.9%
KEY vs WST
+441.1%
-323.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | -1.3% | -3.1% | +1.8% | -0.6% |
| 30D | +5.1% | +9.1% | -4.0% | +3.3% |
| 3M | -7.1% | +14.7% | -21.8% | -9.8% |
| 6M | -4.4% | +28.0% | -32.4% | -9.4% |
| YTD | +4.0% | +45.6% | -41.6% | -4.6% |
| 1Y | +23.4% | +45.7% | -22.2% | +13.1% |
| 3Y | +113.9% | +21.1% | +92.8% | +91.5% |
| 5Y | +12.3% | +0.3% | +12.0% | +2.0% |
| All | +117.9% | +441.1% | -323.3% | +5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling