+298.2%
WBD vs KEY
+36.6%
+261.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.8% | +2.2% | -4.0% | -2.5% |
| 30D | +8.8% | -3.0% | +11.8% | +9.7% |
| 3M | +4.6% | +3.3% | +1.3% | +3.4% |
| 6M | +1.1% | +9.2% | -8.1% | -2.0% |
| YTD | -2.0% | +10.6% | -12.6% | -5.6% |
| 1Y | +140.0% | +20.4% | +119.6% | +125.0% |
| 3Y | +144.4% | +121.8% | +22.5% | +90.0% |
| 5Y | -0.2% | +41.1% | -41.3% | -13.5% |
| 10Y | +9.1% | +168.5% | -159.4% | -23.9% |
| All | +298.2% | +36.6% | +261.6% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling