+1,232.8%
KDP vs WSM
+2,698.3%
-1,465.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.5% | -2.9% | -6.7% |
| 7D | -4.0% | -3.2% | -0.8% | -3.5% |
| 30D | +8.5% | +4.6% | +3.8% | +7.8% |
| 3M | +20.7% | +2.4% | +18.3% | +20.2% |
| 6M | +23.2% | +43.7% | -20.5% | +16.5% |
| YTD | +30.5% | +42.1% | -11.6% | +23.2% |
| 1Y | +35.9% | +32.3% | +3.6% | +29.5% |
| 3Y | +24.8% | +253.0% | -228.2% | -2.1% |
| 5Y | +13.4% | +161.3% | -147.9% | -9.3% |
| 10Y | +239.3% | +1,105.9% | -866.6% | +91.0% |
| All | +1,232.8% | +2,698.3% | -1,465.5% | +495.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling