+38.7%
KMB vs WAB
+305.5%
-266.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +2.7% |
| 7D | +3.4% | +4.0% | -0.6% | +3.0% |
| 30D | +14.7% | +4.5% | +10.2% | +14.1% |
| 3M | +3.3% | +2.3% | +1.0% | +3.0% |
| 6M | +16.8% | +12.5% | +4.3% | +15.2% |
| YTD | +15.2% | +40.2% | -25.0% | +11.2% |
| 1Y | +13.3% | +45.2% | -31.9% | +8.9% |
| 3Y | +5.4% | +171.8% | -166.4% | -5.6% |
| 5Y | +2.7% | +217.6% | -214.9% | -10.0% |
| 10Y | +38.7% | +285.3% | -246.7% | +11.2% |
| All | +38.7% | +305.5% | -266.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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