+491.8%
WM vs KEYS
+1,072.8%
-581.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.4% |
| 7D | -0.3% | +2.3% | -2.6% | -0.6% |
| 30D | -2.4% | -2.6% | +0.3% | -2.1% |
| 3M | +0.4% | -4.6% | +5.1% | +0.4% |
| 6M | -9.5% | +8.7% | -18.2% | -11.8% |
| YTD | +0.5% | +61.0% | -60.5% | -9.2% |
| 1Y | -1.1% | +96.0% | -97.1% | -14.2% |
| 3Y | +46.0% | +144.4% | -98.4% | +18.5% |
| 5Y | +51.8% | +80.5% | -28.7% | +29.4% |
| 10Y | +307.5% | +974.9% | -667.4% | +144.1% |
| All | +491.8% | +1,072.8% | -581.0% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling