+23.4%
KEY vs WST
+42.2%
-18.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -1.3% | -3.1% | +1.8% | -0.9% |
| 30D | +5.1% | +9.1% | -4.0% | +4.1% |
| 3M | -7.1% | +14.7% | -21.8% | -8.6% |
| 6M | -4.4% | +28.0% | -32.4% | -7.3% |
| YTD | +4.0% | +45.6% | -41.6% | -1.0% |
| 1Y | +23.4% | +45.7% | -22.2% | +17.3% |
| All | +23.4% | +42.2% | -18.8% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling