+10.8%
WBD vs KEY
+171.1%
-160.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +3.9% | -3.3% | +7.1% | +5.4% |
| 3M | +5.1% | -0.7% | +5.8% | +5.2% |
| 6M | +0.6% | +12.5% | -11.9% | -5.3% |
| YTD | -3.2% | +8.4% | -11.6% | -7.7% |
| 1Y | +127.7% | +18.4% | +109.2% | +107.8% |
| 3Y | +146.6% | +123.3% | +23.2% | +66.6% |
| 5Y | +4.2% | +38.8% | -34.6% | -16.6% |
| All | +10.8% | +171.1% | -160.2% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling