+17.8%
KWEB vs WM
+642.6%
-624.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | +3.4% | +1.2% | +2.2% | +3.1% |
| 30D | -3.5% | +13.7% | -17.2% | -6.0% |
| 3M | -17.4% | +5.2% | -22.6% | -18.3% |
| 6M | -18.6% | +11.2% | -29.8% | -20.6% |
| YTD | -29.3% | +9.4% | -38.8% | -31.2% |
| 1Y | -35.9% | +20.4% | -56.3% | -39.0% |
| 3Y | -0.1% | +44.7% | -44.7% | -10.9% |
| 5Y | -41.2% | +58.5% | -99.6% | -49.6% |
| 10Y | -18.9% | +326.4% | -345.3% | -56.9% |
| All | +17.8% | +642.6% | -624.8% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling