-27.2%
KWEB vs WSM
+19.9%
-47.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.6% |
| 7D | -1.0% | -3.3% | +2.2% | -0.4% |
| 30D | -8.7% | -8.4% | -0.3% | -7.1% |
| 3M | -4.0% | +9.7% | -13.6% | -6.4% |
| 6M | -13.1% | +16.7% | -29.8% | -16.8% |
| YTD | -23.5% | +28.7% | -52.2% | -29.1% |
| 1Y | -27.2% | +13.7% | -40.8% | -33.0% |
| All | -27.2% | +19.9% | -47.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling