+142.1%
WBD vs KWEB
-2.3%
+144.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.8% |
| 7D | -0.7% | -5.6% | +4.8% | +0.9% |
| 30D | +1.4% | -10.7% | +12.1% | +4.6% |
| 3M | +4.4% | -7.4% | +11.8% | +6.3% |
| 6M | +0.8% | -19.3% | +20.1% | +6.7% |
| YTD | -2.7% | -27.8% | +25.0% | +6.2% |
| 1Y | +73.4% | -35.9% | +109.3% | +96.1% |
| 3Y | +142.1% | -1.9% | +144.1% | +136.8% |
| All | +142.1% | -2.3% | +144.4% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling