+851.8%
GLW vs KWEB
-19.7%
+871.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.8% |
| 7D | +7.8% | -5.6% | +13.4% | +9.4% |
| 30D | -0.4% | -10.7% | +10.2% | +2.5% |
| 3M | -5.6% | -7.4% | +1.8% | -4.1% |
| 6M | +26.7% | -19.3% | +46.0% | +33.9% |
| YTD | +91.0% | -27.8% | +118.8% | +107.5% |
| 1Y | +122.4% | -35.9% | +158.3% | +148.8% |
| 3Y | +471.0% | -1.9% | +472.9% | +456.6% |
| 5Y | +385.6% | -43.2% | +428.8% | +433.5% |
| All | +851.8% | -19.7% | +871.6% | +704.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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