-24.5%
KVUE vs WST
-5.2%
-19.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -5.1% | +1.8% | -7.0% | -5.2% |
| 30D | -6.3% | -1.7% | -4.6% | -6.3% |
| 3M | -0.5% | +4.9% | -5.4% | -0.7% |
| 6M | +3.1% | +45.5% | -42.4% | +1.4% |
| YTD | +6.7% | +26.1% | -19.4% | +5.5% |
| 1Y | -1.1% | +31.7% | -32.8% | -2.6% |
| 3Y | -8.7% | -12.1% | +3.3% | -9.8% |
| All | -24.5% | -5.2% | -19.3% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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