+349.8%
WELL vs KWEB
-19.7%
+369.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.2% | -5.6% | +5.3% | +0.4% |
| 30D | +2.3% | -10.7% | +13.0% | +3.6% |
| 3M | +12.3% | -7.4% | +19.7% | +13.1% |
| 6M | +15.6% | -19.3% | +34.9% | +18.2% |
| YTD | +28.3% | -27.8% | +56.1% | +32.8% |
| 1Y | +41.9% | -35.9% | +77.9% | +48.7% |
| 3Y | +198.3% | -1.9% | +200.3% | +192.1% |
| 5Y | +206.4% | -43.2% | +249.6% | +218.3% |
| All | +349.8% | -19.7% | +369.5% | +314.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling