+1,245.5%
WDC vs KEY
+167.0%
+1,078.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.0% |
| 7D | +6.0% | +2.7% | +3.3% | +4.5% |
| 30D | +9.9% | -3.2% | +13.2% | +11.9% |
| 3M | -9.4% | +1.0% | -10.3% | -9.9% |
| 6M | +94.7% | +11.9% | +82.9% | +83.6% |
| YTD | +177.4% | +8.7% | +168.7% | +165.6% |
| 1Y | +412.6% | +18.5% | +394.1% | +367.0% |
| 3Y | +1,359.8% | +124.0% | +1,235.8% | +826.8% |
| 5Y | +992.6% | +40.8% | +951.7% | +734.1% |
| 10Y | +1,245.5% | +167.0% | +1,078.5% | +609.1% |
| All | +1,245.5% | +167.0% | +1,078.5% | +609.1% |
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