-1.2%
KWEB vs WM
+44.2%
-45.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.4% |
| 7D | -3.6% | -1.2% | -2.4% | -3.7% |
| 30D | -14.9% | -4.5% | -10.4% | -15.3% |
| 3M | -5.4% | -2.2% | -3.2% | -5.6% |
| 6M | -18.9% | -11.5% | -7.4% | -19.3% |
| YTD | -27.2% | -0.7% | -26.6% | -27.2% |
| 1Y | -34.2% | +0.3% | -34.6% | -34.0% |
| All | -1.2% | +44.2% | -45.4% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling