+37.8%
KMB vs WSM
+1,181.2%
-1,143.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.1% | -3.0% | +3.0% | +0.3% |
| 30D | +10.2% | +10.1% | +0.2% | +9.5% |
| 3M | +1.5% | +4.9% | -3.4% | +1.1% |
| 6M | +16.6% | +49.8% | -33.1% | +13.3% |
| YTD | +12.1% | +48.7% | -36.7% | +8.7% |
| 1Y | +11.1% | +38.7% | -27.7% | +8.2% |
| 3Y | +1.9% | +269.5% | -267.6% | -9.3% |
| 5Y | -1.3% | +179.0% | -180.3% | -11.6% |
| 10Y | +37.8% | +1,162.3% | -1,124.5% | +4.3% |
| All | +37.8% | +1,181.2% | -1,143.4% | +4.3% |
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