+12.0%
WBD vs KEY
+171.1%
-159.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.6% | -1.8% | +1.2% | +0.2% |
| 30D | +4.2% | -3.3% | +7.5% | +5.7% |
| 3M | +7.5% | -0.2% | +7.7% | +7.3% |
| 6M | +1.6% | +12.1% | -10.5% | -4.2% |
| YTD | -2.2% | +8.4% | -10.6% | -6.7% |
| 1Y | +124.9% | +17.6% | +107.2% | +105.9% |
| 3Y | +149.1% | +123.3% | +25.8% | +68.3% |
| 5Y | +7.8% | +39.5% | -31.7% | -13.9% |
| All | +12.0% | +171.1% | -159.1% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KEY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling