+192.3%
WFC vs KWEB
+22.0%
+170.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.4% |
| 7D | +0.4% | -3.6% | +4.0% | +1.1% |
| 30D | +2.5% | -14.9% | +17.4% | +5.6% |
| 3M | +10.0% | -5.4% | +15.4% | +11.0% |
| 6M | +15.1% | -18.9% | +33.9% | +19.3% |
| YTD | -2.2% | -27.2% | +25.0% | +3.5% |
| 1Y | +13.5% | -34.2% | +47.7% | +22.3% |
| 3Y | +135.2% | +0.6% | +134.6% | +127.1% |
| 5Y | +128.3% | -43.5% | +171.8% | +139.7% |
| 10Y | +142.4% | -20.6% | +163.0% | +115.2% |
| All | +192.3% | +22.0% | +170.4% | +132.1% |
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