-20.7%
KWEB vs SW
+183.3%
-204.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +4.1% | +1.8% | +2.3% | +3.9% |
| 30D | -2.5% | +7.0% | -9.5% | -3.4% |
| 3M | -15.2% | -7.6% | -7.5% | -14.4% |
| 6M | -17.7% | +8.5% | -26.3% | -19.1% |
| YTD | -28.6% | +17.7% | -46.3% | -30.8% |
| 1Y | -33.8% | +27.1% | -60.9% | -36.5% |
| 3Y | +1.2% | +48.2% | -47.0% | -5.9% |
| 5Y | -39.2% | -2.3% | -36.8% | -42.5% |
| 10Y | -20.7% | +183.3% | -204.0% | -35.8% |
| All | -20.7% | +183.3% | -204.0% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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