+179.8%
KDP vs WSM
+997.3%
-817.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.6% | +2.6% | -4.2% | -1.9% |
| 30D | +9.5% | -9.3% | +18.8% | +10.8% |
| 3M | +2.6% | +7.1% | -4.5% | +1.6% |
| 6M | +15.6% | +21.7% | -6.1% | +12.4% |
| YTD | +17.3% | +28.7% | -11.4% | +13.0% |
| 1Y | +20.1% | +13.9% | +6.2% | +17.4% |
| 3Y | +4.9% | +232.2% | -227.3% | -15.9% |
| 5Y | +5.0% | +176.4% | -171.4% | -15.7% |
| 10Y | +179.8% | +1,072.4% | -892.6% | +59.3% |
| All | +179.8% | +997.3% | -817.5% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling