+345.7%
WM vs KEY
+122.1%
+223.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.6% |
| 7D | +4.5% | -2.5% | +7.0% | +4.9% |
| 30D | +16.1% | +4.1% | +12.0% | +15.3% |
| 3M | +8.0% | -8.4% | +16.4% | +9.4% |
| 6M | +8.4% | -2.3% | +10.7% | +8.6% |
| YTD | +11.2% | +4.6% | +6.7% | +10.0% |
| 1Y | +22.3% | +24.6% | -2.2% | +17.5% |
| 3Y | +50.2% | +112.8% | -62.5% | +28.4% |
| 5Y | +63.3% | +12.9% | +50.4% | +53.4% |
| All | +345.7% | +122.1% | +223.6% | +234.6% |
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