+200.8%
WMB vs KWEB
-47.2%
+248.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +7.8% | -7.8% | +15.7% | +8.3% |
| 30D | -5.1% | -6.4% | +1.4% | -4.8% |
| 3M | -4.7% | -14.6% | +9.9% | -3.8% |
| 6M | -7.4% | -25.0% | +17.6% | -5.7% |
| YTD | +17.5% | -32.7% | +50.1% | +20.5% |
| 1Y | +19.5% | -37.3% | +56.8% | +23.2% |
| 3Y | +121.3% | -5.9% | +127.2% | +119.2% |
| All | +200.8% | -47.2% | +248.1% | +217.5% |
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