-22.5%
KWEB vs WY
+7.6%
-30.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | -5.6% | -4.2% | -1.4% | -4.2% |
| 30D | -10.7% | -10.1% | -0.6% | -7.4% |
| 3M | -7.4% | -8.5% | +1.1% | -5.1% |
| 6M | -19.3% | -3.3% | -16.0% | -19.0% |
| YTD | -27.8% | -4.4% | -23.4% | -27.4% |
| 1Y | -35.9% | -11.5% | -24.5% | -34.1% |
| 3Y | -1.9% | -24.3% | +22.4% | +5.3% |
| 5Y | -43.2% | -21.3% | -21.9% | -39.9% |
| All | -22.5% | +7.6% | -30.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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