+298.4%
WMB vs KWEB
-19.7%
+318.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -1.0% | -5.6% | +4.5% | -0.2% |
| 30D | -0.4% | -10.7% | +10.2% | +1.2% |
| 3M | +3.2% | -7.4% | +10.6% | +4.2% |
| 6M | +0.1% | -19.3% | +19.4% | +2.9% |
| YTD | +23.9% | -27.8% | +51.6% | +29.4% |
| 1Y | +27.6% | -35.9% | +63.5% | +35.6% |
| 3Y | +141.9% | -1.9% | +143.8% | +135.2% |
| 5Y | +273.8% | -43.2% | +317.0% | +295.2% |
| All | +298.4% | -19.7% | +318.1% | +241.2% |
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