-24.9%
KWEB vs WETO
-99.4%
+74.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.4% | +6.1% | +0.7% |
| 7D | -5.6% | -4.3% | -1.3% | -5.6% |
| 30D | -10.7% | -39.9% | +29.2% | -11.6% |
| 3M | -7.4% | -97.9% | +90.5% | -7.5% |
| 6M | -19.3% | -95.0% | +75.7% | -20.4% |
| YTD | -27.8% | -97.2% | +69.4% | -28.0% |
| 1Y | -35.9% | -98.9% | +63.0% | -35.0% |
| All | -24.9% | -99.4% | +74.6% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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