+24.1%
KWEB vs WAT
+295.3%
-271.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.1% | -2.1% |
| 7D | -1.3% | -0.7% | -0.6% | -1.0% |
| 30D | -11.5% | -1.0% | -10.5% | -11.3% |
| 3M | -2.9% | +10.9% | -13.8% | -6.9% |
| 6M | -14.6% | +33.2% | -47.8% | -24.4% |
| YTD | -25.5% | +6.1% | -31.6% | -28.6% |
| 1Y | -31.1% | +30.2% | -61.3% | -39.4% |
| 3Y | +3.0% | +52.9% | -49.9% | -20.6% |
| 5Y | -42.6% | -5.1% | -37.5% | -46.3% |
| 10Y | -21.1% | +152.6% | -173.7% | -55.9% |
| All | +24.1% | +295.3% | -271.2% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling