+302.3%
KMB vs WPM
+5,535.3%
-5,233.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.4% | +2.9% |
| 7D | +3.4% | +20.8% | -17.4% | +2.4% |
| 30D | +14.7% | +3.8% | +10.9% | +14.4% |
| 3M | +3.3% | +7.4% | -4.1% | +2.8% |
| 6M | +16.8% | +4.0% | +12.8% | +16.2% |
| YTD | +15.2% | +23.0% | -7.8% | +13.4% |
| 1Y | +13.3% | +45.9% | -32.6% | +10.5% |
| 3Y | +5.4% | +242.9% | -237.5% | -1.8% |
| 5Y | +2.7% | +259.5% | -256.8% | -5.0% |
| 10Y | +38.7% | +577.7% | -539.1% | +23.1% |
| All | +302.3% | +5,535.3% | -5,233.0% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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