+336.4%
WM vs KEY
+120.9%
+215.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | +13.1% | +5.1% | +7.9% | +12.2% |
| 3M | +3.6% | -7.1% | +10.7% | +4.8% |
| 6M | +8.1% | -4.4% | +12.4% | +8.7% |
| YTD | +8.9% | +4.0% | +4.9% | +7.8% |
| 1Y | +20.3% | +23.4% | -3.1% | +15.8% |
| 3Y | +46.2% | +113.9% | -67.7% | +24.8% |
| 5Y | +59.9% | +12.3% | +47.6% | +50.4% |
| All | +336.4% | +120.9% | +215.5% | +228.0% |
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