+322.4%
WMB vs KWEB
+24.8%
+297.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.8% |
| 7D | +0.8% | -1.3% | +2.1% | +1.0% |
| 30D | +7.7% | -11.5% | +19.2% | +10.3% |
| 3M | +6.7% | -2.9% | +9.6% | +7.0% |
| 6M | +3.6% | -14.6% | +18.3% | +6.4% |
| YTD | +28.0% | -25.5% | +53.5% | +34.9% |
| 1Y | +37.6% | -31.1% | +68.7% | +47.1% |
| 3Y | +149.0% | +3.0% | +146.1% | +136.6% |
| 5Y | +285.3% | -42.6% | +327.9% | +306.0% |
| 10Y | +302.1% | -21.1% | +323.2% | +212.9% |
| All | +322.4% | +24.8% | +297.6% | +179.2% |
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 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