+21.3%
KWEB vs WCC
+381.9%
-360.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -3.6% | +6.8% | -10.4% | -5.2% |
| 30D | -14.9% | -3.0% | -11.9% | -14.4% |
| 3M | -5.4% | +0.2% | -5.6% | -6.3% |
| 6M | -18.9% | +33.2% | -52.0% | -25.7% |
| YTD | -27.2% | +45.8% | -73.0% | -35.1% |
| 1Y | -34.2% | +68.4% | -102.6% | -43.7% |
| 3Y | +0.6% | +131.1% | -130.5% | -24.3% |
| 5Y | -43.5% | +225.6% | -269.1% | -62.8% |
| 10Y | -20.6% | +534.2% | -554.8% | -60.4% |
| All | +21.3% | +381.9% | -360.6% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling