-21.1%
KWEB vs SW
+139.3%
-160.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.2% |
| 7D | -1.3% | -2.6% | +1.3% | -1.0% |
| 30D | -11.5% | -7.5% | -4.0% | -10.7% |
| 3M | -2.9% | +10.3% | -13.2% | -4.5% |
| 6M | -14.6% | +5.4% | -20.1% | -15.7% |
| YTD | -25.5% | +17.9% | -43.4% | -27.7% |
| 1Y | -31.1% | -2.4% | -28.7% | -31.7% |
| 3Y | +3.0% | +28.7% | -25.7% | -2.5% |
| 5Y | -42.6% | -5.7% | -36.9% | -45.5% |
| 10Y | -21.1% | +139.3% | -160.4% | -31.4% |
| All | -21.1% | +139.3% | -160.4% | -31.4% |
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