-1.9%
KWEB vs WWD
+167.6%
-169.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -5.6% | -2.6% | -3.0% | -5.1% |
| 30D | -10.7% | -6.9% | -3.7% | -9.4% |
| 3M | -7.4% | -13.0% | +5.6% | -5.4% |
| 6M | -19.3% | -12.5% | -6.9% | -18.0% |
| YTD | -27.8% | +11.8% | -39.6% | -30.6% |
| 1Y | -35.9% | +41.1% | -77.0% | -42.0% |
| 3Y | -1.9% | +163.1% | -165.0% | -22.6% |
| All | -1.9% | +167.6% | -169.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling