+117.9%
KEY vs WWD
+461.1%
-343.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -2.5% |
| 7D | -1.3% | +4.2% | -5.4% | -4.0% |
| 30D | +5.1% | -2.1% | +7.3% | +5.7% |
| 3M | -7.1% | -13.2% | +6.1% | -0.1% |
| 6M | -4.4% | -16.9% | +12.5% | +4.0% |
| YTD | +4.0% | +5.2% | -1.2% | -4.5% |
| 1Y | +23.4% | +20.6% | +2.8% | +2.8% |
| 3Y | +113.9% | +146.3% | -32.4% | +5.8% |
| 5Y | +12.3% | +171.3% | -159.0% | -50.1% |
| All | +117.9% | +461.1% | -343.2% | -42.1% |
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