-1.9%
KWEB vs WCC
+130.1%
-132.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | -0.1% |
| 7D | -5.6% | +1.5% | -7.1% | -5.9% |
| 30D | -10.7% | -2.1% | -8.5% | -10.4% |
| 3M | -7.4% | +3.8% | -11.2% | -8.8% |
| 6M | -19.3% | +35.0% | -54.3% | -25.8% |
| YTD | -27.8% | +46.4% | -74.1% | -35.0% |
| 1Y | -35.9% | +63.0% | -98.9% | -44.0% |
| 3Y | -1.9% | +133.9% | -135.9% | -25.6% |
| All | -1.9% | +130.1% | -132.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling