+19.6%
KWEB vs GWW
+490.7%
-471.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -4.3% | -3.1% | -1.2% | -3.5% |
| 30D | -13.0% | -2.3% | -10.7% | -12.5% |
| 3M | -7.6% | -3.3% | -4.3% | -7.0% |
| 6M | -21.1% | +15.4% | -36.5% | -24.4% |
| YTD | -28.2% | +26.7% | -55.0% | -33.1% |
| 1Y | -34.9% | +29.0% | -63.8% | -39.7% |
| 3Y | -0.8% | +89.0% | -89.7% | -18.3% |
| 5Y | -43.6% | +221.8% | -265.3% | -61.1% |
| 10Y | -21.7% | +562.7% | -584.4% | -58.7% |
| All | +19.6% | +490.7% | -471.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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