+19.6%
KWEB vs WU
-24.6%
+44.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -4.3% | -5.0% | +0.7% | -2.7% |
| 30D | -13.0% | -2.3% | -10.7% | -12.5% |
| 3M | -7.6% | -3.2% | -4.3% | -8.3% |
| 6M | -21.1% | -25.0% | +3.9% | -14.8% |
| YTD | -28.2% | -21.7% | -6.6% | -23.9% |
| 1Y | -34.9% | -9.0% | -25.9% | -35.1% |
| 3Y | -0.8% | -28.9% | +28.1% | +6.1% |
| 5Y | -43.6% | -51.0% | +7.5% | -32.3% |
| 10Y | -21.7% | -40.1% | +18.4% | -20.2% |
| All | +19.6% | -24.6% | +44.3% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling