-10.9%
KMB vs WSM
+189.5%
-200.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -2.7% | +2.6% | -5.3% | -2.9% |
| 30D | -5.0% | -9.5% | +4.5% | -4.5% |
| 3M | +6.6% | +12.9% | -6.3% | +5.9% |
| 6M | +1.0% | +23.0% | -22.1% | -0.2% |
| YTD | +6.0% | +28.9% | -23.0% | +4.4% |
| 1Y | -16.6% | +13.7% | -30.3% | -17.4% |
| 3Y | -8.6% | +232.6% | -241.3% | -16.4% |
| 5Y | -10.9% | +185.9% | -196.7% | -20.6% |
| All | -10.9% | +189.5% | -200.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling