+145.0%
WFC vs KWEB
-19.7%
+164.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.8% |
| 7D | +0.4% | -5.6% | +5.9% | +1.4% |
| 30D | +1.5% | -10.7% | +12.2% | +3.6% |
| 3M | +10.2% | -7.4% | +17.6% | +11.6% |
| 6M | +18.8% | -19.3% | +38.1% | +23.1% |
| YTD | -1.5% | -27.8% | +26.2% | +4.1% |
| 1Y | +13.5% | -35.9% | +49.5% | +22.5% |
| 3Y | +135.0% | -1.9% | +136.9% | +128.5% |
| 5Y | +130.1% | -43.2% | +173.2% | +143.1% |
| All | +145.0% | -19.7% | +164.7% | +137.0% |
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 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