+122.9%
WFC vs KEYS
+87.1%
+35.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.0% | -0.3% |
| 7D | +0.4% | +3.5% | -3.1% | -0.8% |
| 30D | +1.5% | -4.5% | +6.0% | +2.8% |
| 3M | +10.2% | -0.4% | +10.6% | +9.2% |
| 6M | +18.8% | +19.1% | -0.3% | +10.0% |
| YTD | -1.5% | +66.7% | -68.2% | -20.8% |
| 1Y | +13.5% | +96.5% | -82.9% | -14.9% |
| 3Y | +135.0% | +155.2% | -20.2% | +53.9% |
| All | +122.9% | +87.1% | +35.8% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling