-14.8%
KMB vs WSM
+19.9%
-34.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.1% |
| 7D | -4.2% | -3.3% | -0.9% | -3.7% |
| 30D | -6.6% | -8.4% | +1.8% | -5.3% |
| 3M | +12.6% | +9.7% | +3.0% | +11.3% |
| 6M | +2.9% | +16.7% | -13.8% | -0.1% |
| YTD | +6.8% | +28.7% | -21.9% | +1.9% |
| 1Y | -14.8% | +13.7% | -28.4% | -18.1% |
| All | -14.8% | +19.9% | -34.6% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling