+120.8%
WFC vs KWEB
-43.1%
+163.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.1% |
| 7D | +0.3% | -4.3% | +4.6% | +0.9% |
| 30D | +2.3% | -13.0% | +15.3% | +4.3% |
| 3M | +9.8% | -7.6% | +17.3% | +10.8% |
| 6M | +15.6% | -21.1% | +36.7% | +19.1% |
| YTD | -2.4% | -28.2% | +25.8% | +1.8% |
| 1Y | +13.8% | -34.9% | +48.7% | +20.3% |
| 3Y | +134.6% | -0.8% | +135.4% | +130.0% |
| All | +120.8% | -43.1% | +163.9% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling