+422.0%
WMT vs KWEB
+20.3%
+401.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -2.5% | -4.3% | +1.8% | -2.2% |
| 30D | -6.4% | -13.0% | +6.6% | -5.5% |
| 3M | -12.1% | -7.6% | -4.5% | -11.7% |
| 6M | -15.0% | -21.1% | +6.2% | -13.6% |
| YTD | -4.5% | -28.2% | +23.7% | -2.4% |
| 1Y | +6.2% | -34.9% | +41.1% | +9.1% |
| 3Y | +99.9% | -0.8% | +100.6% | +97.5% |
| 5Y | +131.4% | -43.6% | +175.0% | +137.3% |
| 10Y | +433.2% | -21.7% | +454.9% | +408.8% |
| All | +422.0% | +20.3% | +401.7% | +352.0% |
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