-22.5%
KWEB vs WAB
+296.8%
-319.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -10.7% | -4.1% | -6.6% | -9.5% |
| 3M | -7.4% | +8.2% | -15.6% | -10.4% |
| 6M | -19.3% | +15.4% | -34.7% | -23.8% |
| YTD | -27.8% | +33.1% | -60.9% | -35.1% |
| 1Y | -35.9% | +48.1% | -84.0% | -44.5% |
| 3Y | -1.9% | +167.7% | -169.7% | -31.3% |
| 5Y | -43.2% | +225.7% | -268.9% | -62.6% |
| All | -22.5% | +296.8% | -319.3% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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