+365.2%
KEY vs WWD
+15,408.5%
-15,043.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +2.2% | +1.3% | +0.9% | +1.6% |
| 30D | -3.0% | -7.2% | +4.1% | 0.0% |
| 3M | +3.3% | -3.8% | +7.2% | +4.0% |
| 6M | +9.2% | -9.9% | +19.1% | +12.3% |
| YTD | +10.6% | +14.8% | -4.2% | +1.8% |
| 1Y | +20.4% | +42.1% | -21.7% | +0.1% |
| 3Y | +121.8% | +170.8% | -48.9% | +36.2% |
| 5Y | +41.1% | +197.5% | -156.4% | -18.3% |
| 10Y | +168.5% | +477.8% | -309.3% | +19.3% |
| All | +365.2% | +15,408.5% | -15,043.4% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling