+1.6%
KMB vs WCC
+110.7%
-109.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.8% |
| 7D | +0.5% | -14.7% | +15.2% | +0.1% |
| 30D | +12.4% | -20.1% | +32.4% | +12.0% |
| 3M | +1.0% | -21.2% | +22.1% | +0.7% |
| 6M | +12.1% | -19.2% | +31.3% | +12.0% |
| YTD | +11.6% | +20.2% | -8.6% | +10.7% |
| 1Y | +13.1% | +14.5% | -1.3% | +12.2% |
| 3Y | +1.6% | +115.1% | -113.6% | -1.6% |
| All | +1.6% | +110.7% | -109.1% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling