+523.6%
WELL vs KWEB
+24.8%
+498.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +0.5% | -11.5% | +12.0% | +1.9% |
| 3M | +19.1% | -2.9% | +22.0% | +19.3% |
| 6M | +17.0% | -14.6% | +31.6% | +18.8% |
| YTD | +29.2% | -25.5% | +54.7% | +33.2% |
| 1Y | +42.1% | -31.1% | +73.2% | +47.7% |
| 3Y | +204.5% | +3.0% | +201.6% | +196.7% |
| 5Y | +211.0% | -42.6% | +253.6% | +219.6% |
| 10Y | +337.6% | -21.1% | +358.7% | +309.4% |
| All | +523.6% | +24.8% | +498.7% | +404.9% |
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