+132.8%
WFC vs KWEB
-2.9%
+135.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.1% |
| 7D | +0.3% | -4.3% | +4.6% | +0.8% |
| 30D | +2.3% | -13.0% | +15.3% | +4.0% |
| 3M | +9.8% | -7.6% | +17.3% | +10.7% |
| 6M | +15.6% | -21.1% | +36.7% | +18.7% |
| YTD | -2.4% | -28.2% | +25.8% | +1.4% |
| 1Y | +13.8% | -34.9% | +48.7% | +19.4% |
| All | +132.8% | -2.9% | +135.7% | +131.0% |
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 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