+1,886.5%
KMB vs WSM
+40,107.9%
-38,221.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +6.0% | +3.1% | +2.9% | +5.8% |
| 30D | +13.5% | +8.5% | +5.0% | +12.8% |
| 3M | +3.8% | +4.6% | -0.8% | +3.4% |
| 6M | +15.6% | +44.5% | -29.0% | +12.2% |
| YTD | +14.0% | +48.4% | -34.4% | +10.3% |
| 1Y | +12.9% | +36.2% | -23.3% | +10.0% |
| 3Y | +3.7% | +268.8% | -265.0% | -8.2% |
| 5Y | -0.1% | +185.2% | -185.3% | -11.2% |
| 10Y | +41.1% | +1,175.8% | -1,134.7% | +7.3% |
| All | +1,886.5% | +40,107.9% | -38,221.4% | +937.9% |
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