+26.8%
KEY vs WST
+54.9%
-28.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +2.9% | +4.2% | -1.3% | +2.3% |
| 30D | +8.4% | +11.2% | -2.8% | +7.0% |
| 3M | -5.8% | +20.4% | -26.1% | -7.9% |
| 6M | +5.4% | +37.9% | -32.4% | +1.2% |
| YTD | +7.1% | +51.8% | -44.7% | +1.3% |
| 1Y | +26.8% | +56.6% | -29.8% | +19.0% |
| All | +26.8% | +54.9% | -28.1% | +19.0% |
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 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