+26,336.4%
WM vs KEY
+1,050.5%
+25,285.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | -2.4% | -3.0% | +0.6% | -1.9% |
| 3M | +0.4% | +3.3% | -2.9% | -0.3% |
| 6M | -9.5% | +9.2% | -18.7% | -11.1% |
| YTD | +0.5% | +10.6% | -10.1% | -1.7% |
| 1Y | -1.1% | +20.4% | -21.5% | -4.9% |
| 3Y | +46.0% | +121.8% | -75.8% | +22.4% |
| 5Y | +51.8% | +41.1% | +10.7% | +33.2% |
| 10Y | +307.5% | +168.5% | +139.0% | +197.2% |
| All | +26,336.4% | +1,050.5% | +25,285.9% | +11,178.5% |
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