+552.2%
WM vs KEYS
+995.5%
-443.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.6% | +0.6% |
| 7D | +0.8% | +6.9% | -6.2% | -0.2% |
| 30D | +13.8% | -19.1% | +32.9% | +16.6% |
| 3M | +6.4% | -11.1% | +17.5% | +7.3% |
| 6M | +13.2% | -16.6% | +29.8% | +14.7% |
| YTD | +10.8% | +50.4% | -39.7% | +0.3% |
| 1Y | +20.2% | +67.5% | -47.3% | +6.5% |
| 3Y | +46.5% | +146.0% | -99.5% | +17.3% |
| 5Y | +61.3% | +64.5% | -3.3% | +38.6% |
| 10Y | +324.8% | +784.1% | -459.4% | +160.2% |
| All | +552.2% | +995.5% | -443.3% | +286.1% |
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