+135.9%
WMT vs KWEB
-42.7%
+178.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.3% |
| 7D | 0.0% | -5.6% | +5.6% | +0.2% |
| 30D | -7.4% | -10.7% | +3.3% | -7.1% |
| 3M | -10.9% | -7.4% | -3.5% | -10.7% |
| 6M | -12.7% | -19.3% | +6.6% | -12.2% |
| YTD | -3.2% | -27.8% | +24.5% | -2.4% |
| 1Y | +5.3% | -35.9% | +41.2% | +6.5% |
| 3Y | +101.9% | -1.9% | +103.8% | +101.3% |
| All | +135.9% | -42.7% | +178.6% | +140.9% |
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