+27.5%
KWEB vs SW
+261.0%
-233.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.9% |
| 7D | -1.0% | -5.1% | +4.1% | -0.4% |
| 30D | -8.7% | -4.6% | -4.1% | -8.3% |
| 3M | -4.0% | +9.4% | -13.4% | -5.3% |
| 6M | -13.1% | +3.5% | -16.6% | -14.0% |
| YTD | -23.5% | +22.0% | -45.5% | -25.8% |
| 1Y | -27.2% | +2.2% | -29.4% | -28.1% |
| 3Y | -2.1% | +19.6% | -21.7% | -6.2% |
| 5Y | -40.8% | -2.3% | -38.4% | -43.7% |
| 10Y | -17.5% | +181.4% | -198.8% | -28.2% |
| All | +27.5% | +261.0% | -233.6% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling