-22.5%
KWEB vs WAT
+170.9%
-193.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -10.7% | -1.9% | -8.8% | -10.2% |
| 3M | -7.4% | +13.5% | -20.9% | -11.5% |
| 6M | -19.3% | +37.2% | -56.6% | -28.5% |
| YTD | -27.8% | +7.5% | -35.3% | -30.8% |
| 1Y | -35.9% | +35.0% | -70.9% | -43.8% |
| 3Y | -1.9% | +55.1% | -57.0% | -23.3% |
| 5Y | -43.2% | -2.8% | -40.4% | -47.1% |
| All | -22.5% | +170.9% | -193.5% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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