-1.9%
KWEB vs WPM
+267.3%
-269.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -5.6% | -0.6% | -5.0% | -5.5% |
| 30D | -10.7% | +14.4% | -25.1% | -13.0% |
| 3M | -7.4% | +37.0% | -44.4% | -13.1% |
| 6M | -19.3% | +4.1% | -23.4% | -20.4% |
| YTD | -27.8% | +31.7% | -59.5% | -32.2% |
| 1Y | -35.9% | +44.2% | -80.1% | -41.1% |
| 3Y | -1.9% | +265.5% | -267.4% | -27.5% |
| All | -1.9% | +267.3% | -269.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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