+282.8%
WMB vs KWEB
-44.3%
+327.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | 0.0% | -3.6% | +3.6% | +0.2% |
| 30D | +4.6% | -14.9% | +19.5% | +5.7% |
| 3M | +5.7% | -5.4% | +11.2% | +6.1% |
| 6M | +4.2% | -18.9% | +23.1% | +5.6% |
| YTD | +26.8% | -27.2% | +54.1% | +29.5% |
| 1Y | +34.7% | -34.2% | +68.9% | +38.5% |
| 3Y | +146.8% | +0.6% | +146.2% | +143.6% |
| All | +282.8% | -44.3% | +327.1% | +291.5% |
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