+123.8%
WDAY vs KEYS
+1,067.2%
-943.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -10.5% | +0.9% | -11.5% | -11.0% |
| 30D | +2.1% | -5.3% | +7.4% | +3.7% |
| 3M | +34.6% | +0.5% | +34.1% | +29.7% |
| 6M | +29.9% | +14.0% | +15.8% | +15.0% |
| YTD | -13.8% | +60.3% | -74.1% | -38.0% |
| 1Y | -18.3% | +91.3% | -109.6% | -46.9% |
| 3Y | -26.2% | +146.1% | -172.3% | -60.0% |
| 5Y | -30.8% | +80.8% | -111.6% | -56.0% |
| 10Y | +112.2% | +1,002.8% | -890.6% | -47.5% |
| All | +123.8% | +1,067.2% | -943.4% | -49.6% |
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