-22.5%
KWEB vs WU
-39.1%
+16.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -5.6% | -3.5% | -2.1% | -4.6% |
| 30D | -10.7% | -2.9% | -7.7% | -10.0% |
| 3M | -7.4% | -2.3% | -5.2% | -8.4% |
| 6M | -19.3% | -25.4% | +6.1% | -13.2% |
| YTD | -27.8% | -21.2% | -6.6% | -23.9% |
| 1Y | -35.9% | -8.9% | -27.1% | -36.2% |
| 3Y | -1.9% | -29.0% | +27.0% | +4.3% |
| 5Y | -43.2% | -50.7% | +7.6% | -33.4% |
| All | -22.5% | -39.1% | +16.6% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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