+19.6%
KWEB vs WSM
+914.0%
-894.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | -13.0% | -10.7% | -2.3% | -10.6% |
| 3M | -7.6% | +8.5% | -16.0% | -9.7% |
| 6M | -21.1% | +19.6% | -40.8% | -25.0% |
| YTD | -28.2% | +26.6% | -54.8% | -32.9% |
| 1Y | -34.9% | +12.0% | -46.8% | -37.4% |
| 3Y | -0.8% | +226.6% | -227.4% | -31.0% |
| 5Y | -43.6% | +174.1% | -217.7% | -60.4% |
| 10Y | -21.7% | +1,052.9% | -1,074.6% | -63.7% |
| All | +19.6% | +914.0% | -894.3% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling