+66.3%
WDC vs KEY
+22.3%
+44.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -16.7% | +0.5% | -17.3% | -16.7% |
| 30D | -27.2% | +6.9% | -34.1% | -29.9% |
| 3M | -34.0% | -5.0% | -29.0% | -31.3% |
| 6M | -39.7% | +0.7% | -40.4% | -40.3% |
| YTD | +68.1% | +6.5% | +61.6% | +54.7% |
| 1Y | +66.3% | +22.6% | +43.7% | +43.7% |
| All | +66.3% | +22.3% | +44.0% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling