+60.7%
KMB vs W
+210.4%
-149.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | +0.5% | -3.6% | +4.1% | +0.6% |
| 30D | +12.4% | +7.0% | +5.4% | +12.1% |
| 3M | +1.0% | +7.4% | -6.4% | +0.7% |
| 6M | +12.1% | +69.3% | -57.2% | +9.9% |
| YTD | +11.6% | +11.3% | +0.3% | +10.5% |
| 1Y | +13.1% | +13.2% | -0.1% | +11.9% |
| 3Y | +1.6% | +142.0% | -140.4% | -3.3% |
| 5Y | -0.3% | -54.6% | +54.3% | -2.7% |
| 10Y | +37.9% | +243.7% | -205.8% | +18.6% |
| All | +60.7% | +210.4% | -149.6% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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