+518.4%
SHW vs KWEB
+22.0%
+496.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | -3.2% | -3.6% | +0.4% | -2.6% |
| 30D | -11.4% | -14.9% | +3.5% | -9.0% |
| 3M | +3.5% | -5.4% | +8.9% | +4.3% |
| 6M | -3.4% | -18.9% | +15.5% | -0.1% |
| YTD | -0.3% | -27.2% | +26.9% | +4.8% |
| 1Y | -10.4% | -34.2% | +23.8% | -4.4% |
| 3Y | +21.3% | +0.6% | +20.7% | +17.8% |
| 5Y | +12.9% | -43.5% | +56.3% | +18.0% |
| 10Y | +284.1% | -20.6% | +304.7% | +240.0% |
| All | +518.4% | +22.0% | +496.5% | +360.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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