+1,782.5%
KMB vs WSM
+34,755.7%
-32,973.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.8% |
| 7D | -3.0% | -3.3% | +0.2% | -2.8% |
| 30D | -5.5% | -8.4% | +2.9% | -4.8% |
| 3M | +14.0% | +9.7% | +4.3% | +13.1% |
| 6M | +4.1% | +16.7% | -12.6% | +2.7% |
| YTD | +8.0% | +28.7% | -20.6% | +5.7% |
| 1Y | -13.7% | +13.7% | -27.4% | -14.9% |
| 3Y | -5.9% | +230.1% | -236.0% | -16.2% |
| 5Y | -8.6% | +179.0% | -187.6% | -18.7% |
| 10Y | +17.3% | +1,002.5% | -985.3% | -9.8% |
| All | +1,782.5% | +34,755.7% | -32,973.2% | +894.6% |
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 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