-22.5%
KWEB vs WTW
+198.0%
-220.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -5.6% | -5.7% | +0.1% | -3.7% |
| 30D | -10.7% | -7.3% | -3.4% | -8.4% |
| 3M | -7.4% | +21.5% | -28.9% | -13.7% |
| 6M | -19.3% | +9.6% | -28.9% | -22.7% |
| YTD | -27.8% | -3.3% | -24.5% | -28.0% |
| 1Y | -35.9% | -6.1% | -29.8% | -35.6% |
| 3Y | -1.9% | +61.8% | -63.8% | -23.0% |
| 5Y | -43.2% | +42.7% | -85.9% | -53.5% |
| All | -22.5% | +198.0% | -220.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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