-24.4%
KVUE vs WSM
+312.0%
-336.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -6.1% | +0.4% | -6.6% | -6.2% |
| 30D | -5.6% | -10.7% | +5.1% | -4.8% |
| 3M | -0.3% | +8.5% | -8.8% | -0.9% |
| 6M | +1.4% | +19.6% | -18.3% | 0.0% |
| YTD | +6.7% | +26.6% | -19.8% | +4.8% |
| 1Y | +1.0% | +12.0% | -11.0% | -0.2% |
| 3Y | -5.4% | +226.6% | -232.0% | -18.7% |
| All | -24.4% | +312.0% | -336.4% | -37.5% |
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