+99.5%
KEY vs WST
+452.9%
-353.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +6.7% | +12.4% | -5.7% | +4.2% |
| 3M | -4.6% | +17.6% | -22.2% | -7.8% |
| 6M | +2.6% | +28.3% | -25.7% | -2.8% |
| YTD | +7.0% | +50.5% | -43.5% | -2.5% |
| 1Y | +23.5% | +49.4% | -25.9% | +12.6% |
| 3Y | +126.4% | +21.9% | +104.5% | +103.0% |
| 5Y | +13.0% | +0.4% | +12.7% | +3.1% |
| 10Y | +99.5% | +451.5% | -352.0% | -6.0% |
| All | +99.5% | +452.9% | -353.4% | -6.0% |
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