+59.6%
KEYS vs WST
+47.3%
+12.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.7% | -6.4% |
| 7D | -14.8% | +1.3% | -16.1% | -15.0% |
| 30D | -25.6% | +8.5% | -34.1% | -26.8% |
| 3M | -16.2% | +17.2% | -33.4% | -19.1% |
| 6M | -18.6% | +36.3% | -54.9% | -25.3% |
| YTD | +40.7% | +48.9% | -8.2% | +24.5% |
| 1Y | +59.6% | +42.9% | +16.7% | +45.0% |
| All | +59.6% | +47.3% | +12.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling