+1,117.5%
KDP vs WSM
+2,434.0%
-1,316.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.2% |
| 7D | +1.3% | -3.3% | +4.5% | +1.8% |
| 30D | +6.0% | -8.4% | +14.4% | +7.3% |
| 3M | +9.2% | +9.7% | -0.5% | +7.6% |
| 6M | +14.7% | +16.7% | -2.0% | +11.7% |
| YTD | +19.2% | +28.7% | -9.5% | +14.1% |
| 1Y | +15.2% | +13.7% | +1.5% | +12.2% |
| 3Y | +6.0% | +230.1% | -224.1% | -16.3% |
| 5Y | +5.4% | +179.0% | -173.5% | -17.1% |
| 10Y | +171.9% | +1,002.5% | -830.7% | +54.8% |
| All | +1,117.5% | +2,434.0% | -1,316.5% | +452.0% |
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