+421.0%
WELL vs KEY
+120.9%
+300.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +4.4% | -1.3% | +5.7% | +4.9% |
| 30D | +10.8% | +5.1% | +5.7% | +8.8% |
| 3M | +4.2% | -7.1% | +11.3% | +6.8% |
| 6M | +14.0% | -4.4% | +18.4% | +15.3% |
| YTD | +33.4% | +4.0% | +29.4% | +30.3% |
| 1Y | +32.4% | +23.4% | +9.0% | +21.2% |
| 3Y | +194.7% | +113.9% | +80.8% | +105.6% |
| 5Y | +226.5% | +12.3% | +214.1% | +179.7% |
| All | +421.0% | +120.9% | +300.1% | +222.2% |
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