+712.3%
WDC vs KEY
+106.2%
+606.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -28.0% | -1.3% | -26.7% | -27.4% |
| 30D | -34.9% | +5.1% | -40.1% | -36.4% |
| 3M | -41.6% | -7.1% | -34.5% | -39.4% |
| 6M | -45.4% | -4.4% | -41.0% | -44.3% |
| YTD | +53.3% | +4.0% | +49.3% | +50.1% |
| 1Y | +61.5% | +23.4% | +38.1% | +46.2% |
| 3Y | +712.3% | +113.9% | +598.4% | +546.8% |
| All | +712.3% | +106.2% | +606.1% | +546.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling