-22.5%
KWEB vs WST
+344.2%
-366.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -5.6% | +1.8% | -7.4% | -6.0% |
| 30D | -10.7% | -1.7% | -9.0% | -10.3% |
| 3M | -7.4% | +4.9% | -12.3% | -8.7% |
| 6M | -19.3% | +45.5% | -64.8% | -27.4% |
| YTD | -27.8% | +26.1% | -53.9% | -32.7% |
| 1Y | -35.9% | +31.7% | -67.6% | -41.3% |
| 3Y | -1.9% | -12.1% | +10.1% | -5.6% |
| 5Y | -43.2% | -23.6% | -19.6% | -44.5% |
| All | -22.5% | +344.2% | -366.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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