+682.7%
KMB vs WAT
+10,816.8%
-10,134.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.0% | -1.3% | -1.8% | -2.9% |
| 30D | -5.5% | +2.3% | -7.8% | -5.7% |
| 3M | +14.0% | +8.7% | +5.2% | +12.8% |
| 6M | +4.1% | +28.3% | -24.2% | +0.9% |
| YTD | +8.0% | +7.8% | +0.3% | +6.5% |
| 1Y | -13.7% | +36.6% | -50.3% | -17.3% |
| 3Y | -5.9% | +45.7% | -51.6% | -11.6% |
| 5Y | -8.6% | -3.3% | -5.3% | -10.9% |
| 10Y | +17.3% | +162.1% | -144.8% | +1.3% |
| All | +682.7% | +10,816.8% | -10,134.1% | +408.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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