+14.5%
KEY vs WST
+1.0%
+13.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.7% |
| 3M | -5.8% | +20.4% | -26.1% | -8.5% |
| 6M | +5.4% | +37.9% | -32.4% | +0.2% |
| YTD | +7.1% | +51.8% | -44.7% | -0.2% |
| 1Y | +26.8% | +56.6% | -29.8% | +17.5% |
| 3Y | +128.7% | +24.2% | +104.5% | +108.9% |
| All | +14.5% | +1.0% | +13.5% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling