-19.6%
KWEB vs WM
+330.8%
-350.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -7.8% | +3.2% | -11.0% | -8.3% |
| 30D | -6.4% | +13.0% | -19.5% | -8.1% |
| 3M | -14.6% | +9.2% | -23.8% | -15.8% |
| 6M | -25.0% | +13.6% | -38.7% | -26.6% |
| YTD | -32.7% | +12.4% | -45.1% | -34.2% |
| 1Y | -37.3% | +21.2% | -58.5% | -39.6% |
| 3Y | -5.9% | +48.7% | -54.6% | -14.2% |
| 5Y | -47.1% | +61.9% | -109.0% | -53.2% |
| All | -19.6% | +330.8% | -350.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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