-42.1%
KWEB vs WAT
-3.5%
-38.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 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% | -11.0% |
| 6M | -19.3% | +37.2% | -56.6% | -27.6% |
| YTD | -27.8% | +7.5% | -35.3% | -30.3% |
| 1Y | -35.9% | +35.0% | -70.9% | -43.1% |
| 3Y | -1.9% | +55.1% | -57.0% | -24.1% |
| All | -42.1% | -3.5% | -38.6% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling