+14.7%
KMB vs WAB
+282.7%
-268.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.0% |
| 7D | -8.6% | +0.2% | -8.8% | -8.6% |
| 30D | -7.5% | -4.6% | -3.0% | -7.1% |
| 3M | -0.6% | +5.6% | -6.3% | -1.3% |
| 6M | -1.5% | +13.8% | -15.4% | -3.0% |
| YTD | +1.6% | +31.9% | -30.3% | -1.3% |
| 1Y | -20.8% | +48.3% | -69.0% | -24.0% |
| 3Y | -12.4% | +167.1% | -179.5% | -21.5% |
| 5Y | -12.9% | +222.9% | -235.8% | -23.9% |
| 10Y | +14.7% | +289.9% | -275.2% | -10.1% |
| All | +14.7% | +282.7% | -268.0% | -10.1% |
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