+93.0%
KEY vs WWD
+442.7%
-349.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.6% |
| 7D | +1.8% | +8.2% | -6.4% | -2.9% |
| 30D | +7.1% | -0.2% | +7.3% | +6.5% |
| 3M | -5.9% | -8.4% | +2.5% | -2.0% |
| 6M | +2.2% | -9.5% | +11.7% | +5.5% |
| YTD | +6.4% | +10.1% | -3.7% | -4.8% |
| 1Y | +24.8% | +21.6% | +3.2% | +3.7% |
| 3Y | +125.2% | +149.6% | -24.4% | +11.1% |
| 5Y | +13.0% | +191.3% | -178.3% | -51.9% |
| All | +93.0% | +442.7% | -349.7% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling