+8,627.7%
WFC vs KEY
+1,050.5%
+7,577.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +3.8% | +2.2% | +1.6% | +2.4% |
| 30D | +1.5% | -3.0% | +4.5% | +3.3% |
| 3M | +10.9% | +3.3% | +7.5% | +8.6% |
| 6M | +8.4% | +9.2% | -0.8% | +2.9% |
| YTD | -1.9% | +10.6% | -12.5% | -7.6% |
| 1Y | +12.3% | +20.4% | -8.1% | +0.2% |
| 3Y | +132.3% | +121.8% | +10.5% | +39.7% |
| 5Y | +130.1% | +41.1% | +88.9% | +69.5% |
| 10Y | +134.4% | +168.5% | -34.1% | +10.1% |
| All | +8,627.7% | +1,050.5% | +7,577.2% | +1,390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling