+1,285.8%
WDC vs KEYS
+154.3%
+1,131.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -6.2% |
| 7D | -4.3% | +3.5% | -7.8% | -7.1% |
| 30D | -1.5% | -4.5% | +3.0% | +2.3% |
| 3M | -15.5% | -0.4% | -15.1% | -13.3% |
| 6M | +66.5% | +19.1% | +47.3% | +53.5% |
| YTD | +159.9% | +66.7% | +93.2% | +85.3% |
| 1Y | +366.0% | +96.5% | +269.5% | +195.7% |
| 3Y | +1,285.8% | +155.2% | +1,130.7% | +668.0% |
| All | +1,285.8% | +154.3% | +1,131.5% | +668.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling