-22.5%
KWEB vs WSM
+1,071.8%
-1,094.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.4% |
| 7D | -5.6% | -0.5% | -5.0% | -5.4% |
| 30D | -10.7% | -7.7% | -3.0% | -9.0% |
| 3M | -7.4% | +3.8% | -11.2% | -8.5% |
| 6M | -19.3% | +22.7% | -42.0% | -23.7% |
| YTD | -27.8% | +28.0% | -55.8% | -32.5% |
| 1Y | -35.9% | +12.7% | -48.7% | -38.5% |
| 3Y | -1.9% | +231.3% | -233.2% | -31.7% |
| 5Y | -43.2% | +177.2% | -220.4% | -60.1% |
| All | -22.5% | +1,071.8% | -1,094.3% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling