-22.5%
KWEB vs WCN
+235.9%
-258.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -3.1% | -2.5% | -4.6% |
| 30D | -10.7% | -3.4% | -7.3% | -9.7% |
| 3M | -7.4% | +3.0% | -10.4% | -8.6% |
| 6M | -19.3% | -3.8% | -15.6% | -18.8% |
| YTD | -27.8% | -8.3% | -19.4% | -26.1% |
| 1Y | -35.9% | -9.7% | -26.2% | -34.3% |
| 3Y | -1.9% | +17.2% | -19.1% | -11.4% |
| 5Y | -43.2% | +25.3% | -68.5% | -50.9% |
| All | -22.5% | +235.9% | -258.4% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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