+708.7%
WDC vs KEYS
+1,113.8%
-405.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -5.9% |
| 7D | -4.3% | +3.5% | -7.8% | -6.8% |
| 30D | -1.5% | -4.5% | +3.0% | +2.0% |
| 3M | -15.5% | -0.4% | -15.1% | -13.3% |
| 6M | +66.5% | +19.1% | +47.3% | +53.1% |
| YTD | +159.9% | +66.7% | +93.2% | +84.7% |
| 1Y | +366.0% | +96.5% | +269.5% | +195.3% |
| 3Y | +1,285.8% | +155.2% | +1,130.7% | +620.2% |
| 5Y | +925.6% | +88.0% | +837.6% | +542.0% |
| 10Y | +1,206.5% | +1,046.8% | +159.8% | +165.4% |
| All | +708.7% | +1,113.8% | -405.0% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling