+1,078.2%
KEY vs WST
+12,330.1%
-11,251.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | -3.0% | -3.1% | +0.1% | -2.0% |
| 3M | +3.3% | +7.2% | -3.9% | +0.6% |
| 6M | +9.2% | +36.8% | -27.6% | -2.7% |
| YTD | +10.6% | +23.8% | -13.2% | +1.5% |
| 1Y | +20.4% | +37.8% | -17.4% | +5.6% |
| 3Y | +121.8% | -15.9% | +137.7% | +110.8% |
| 5Y | +41.1% | -25.8% | +66.9% | +34.5% |
| 10Y | +168.5% | +319.6% | -151.1% | +16.9% |
| All | +1,078.2% | +12,330.1% | -11,251.9% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling