-19.1%
WBD vs KEYS
+1,113.8%
-1,132.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -2.1% |
| 7D | -0.7% | +3.5% | -4.2% | -2.1% |
| 30D | +1.4% | -4.5% | +5.9% | +2.8% |
| 3M | +4.4% | -0.4% | +4.8% | +3.2% |
| 6M | +0.8% | +19.1% | -18.3% | -8.1% |
| YTD | -2.7% | +66.7% | -69.4% | -24.5% |
| 1Y | +73.4% | +96.5% | -23.1% | +24.6% |
| 3Y | +142.1% | +155.2% | -13.0% | +56.2% |
| 5Y | +7.2% | +88.0% | -80.8% | -24.2% |
| 10Y | +14.2% | +1,046.8% | -1,032.6% | -55.5% |
| All | -19.1% | +1,113.8% | -1,132.8% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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