-19.8%
KWEB vs SW
+182.3%
-202.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -2.7% | -2.6% | -0.1% | -2.4% |
| 30D | -4.4% | +7.2% | -11.6% | -5.3% |
| 3M | -15.7% | -10.5% | -5.3% | -14.6% |
| 6M | -20.0% | +9.9% | -29.9% | -21.4% |
| YTD | -30.5% | +17.2% | -47.7% | -32.6% |
| 1Y | -36.6% | +26.5% | -63.1% | -39.1% |
| 3Y | -1.7% | +47.7% | -49.3% | -8.5% |
| 5Y | -45.0% | +0.2% | -45.2% | -48.0% |
| 10Y | -19.8% | +182.3% | -202.1% | -34.8% |
| All | -19.8% | +182.3% | -202.1% | -34.8% |
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