+1,013.4%
KEY vs WST
+14,250.0%
-13,236.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.2% | -1.4% |
| 7D | -2.5% | -5.8% | +3.3% | -0.5% |
| 30D | +4.1% | +5.3% | -1.3% | +2.3% |
| 3M | -8.4% | +11.8% | -20.2% | -11.9% |
| 6M | -2.3% | +26.7% | -29.0% | -10.2% |
| YTD | +4.6% | +43.0% | -38.4% | -8.7% |
| 1Y | +24.6% | +38.9% | -14.3% | +9.6% |
| 3Y | +112.8% | +18.2% | +94.6% | +78.8% |
| 5Y | +12.9% | -1.5% | +14.4% | -2.7% |
| 10Y | +126.7% | +439.0% | -312.3% | -9.9% |
| All | +1,013.4% | +14,250.0% | -13,236.6% | +81.1% |
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