+642.9%
WDC vs KEY
+96.4%
+546.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.3% |
| 7D | +12.1% | +2.9% | +9.2% | +10.5% |
| 30D | -18.8% | +8.4% | -27.2% | -21.9% |
| 3M | -39.3% | -5.8% | -33.5% | -37.4% |
| 6M | -40.1% | +5.4% | -45.6% | -41.9% |
| YTD | +71.8% | +7.1% | +64.7% | +65.8% |
| 1Y | +88.5% | +26.8% | +61.7% | +66.8% |
| 3Y | +770.0% | +128.7% | +641.3% | +452.7% |
| 5Y | +549.0% | +13.6% | +535.4% | +460.7% |
| All | +642.9% | +96.4% | +546.4% | +347.7% |
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