-26.4%
WDAY vs KEYS
+154.3%
-180.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.1% |
| 7D | -5.2% | +3.5% | -8.6% | -5.3% |
| 30D | +5.9% | -4.5% | +10.4% | +6.2% |
| 3M | +42.3% | -0.4% | +42.7% | +41.5% |
| 6M | +34.7% | +19.1% | +15.6% | +27.1% |
| YTD | -13.5% | +66.7% | -80.2% | -28.4% |
| 1Y | -18.1% | +96.5% | -114.5% | -36.6% |
| 3Y | -26.4% | +155.2% | -181.5% | -52.3% |
| All | -26.4% | +154.3% | -180.7% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling