+1,018.0%
KEYS vs WSM
+1,071.8%
-53.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | -4.5% | -7.7% | +3.2% | -2.3% |
| 3M | -0.4% | +3.8% | -4.2% | -1.8% |
| 6M | +19.1% | +22.7% | -3.5% | +11.7% |
| YTD | +66.7% | +28.0% | +38.7% | +54.5% |
| 1Y | +96.5% | +12.7% | +83.7% | +88.3% |
| 3Y | +155.2% | +231.3% | -76.1% | +79.1% |
| 5Y | +88.0% | +177.2% | -89.2% | +32.8% |
| All | +1,018.0% | +1,071.8% | -53.8% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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