+19.6%
KWEB vs NWSA
+111.5%
-91.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -4.3% | -4.8% | +0.4% | -2.3% |
| 30D | -13.0% | +3.0% | -16.0% | -14.2% |
| 3M | -7.6% | +9.3% | -16.9% | -11.5% |
| 6M | -21.1% | +23.2% | -44.3% | -28.4% |
| YTD | -28.2% | +13.3% | -41.6% | -32.7% |
| 1Y | -34.9% | +2.9% | -37.8% | -36.6% |
| 3Y | -0.8% | +43.3% | -44.1% | -17.5% |
| 5Y | -43.6% | +40.9% | -84.4% | -53.4% |
| 10Y | -21.7% | +148.1% | -169.8% | -51.8% |
| All | +19.6% | +111.5% | -91.9% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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