+339.6%
KEY vs WWD
+13,645.4%
-13,305.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.0% | +3.2% | -0.2% |
| 7D | -2.5% | -2.6% | +0.1% | -1.6% |
| 30D | +4.1% | -7.7% | +11.8% | +7.2% |
| 3M | -8.4% | -17.7% | +9.4% | -1.0% |
| 6M | -2.3% | -15.9% | +13.6% | +3.5% |
| YTD | +4.6% | +1.8% | +2.8% | +0.8% |
| 1Y | +24.6% | +17.4% | +7.1% | +12.1% |
| 3Y | +112.8% | +137.1% | -24.3% | +37.5% |
| 5Y | +12.9% | +162.4% | -149.5% | -31.3% |
| 10Y | +126.7% | +452.5% | -325.8% | +2.7% |
| All | +339.6% | +13,645.4% | -13,305.9% | +11.3% |
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