+340.3%
KMB vs WCC
+1,713.7%
-1,373.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.9% |
| 7D | -3.0% | +4.5% | -7.5% | -3.4% |
| 30D | -5.5% | -5.8% | +0.3% | -5.1% |
| 3M | +14.0% | -3.7% | +17.6% | +13.9% |
| 6M | +4.1% | +23.1% | -19.0% | +1.9% |
| YTD | +8.0% | +44.2% | -36.1% | +4.4% |
| 1Y | -13.7% | +62.1% | -75.8% | -17.6% |
| 3Y | -5.9% | +121.1% | -127.1% | -13.8% |
| 5Y | -8.6% | +214.0% | -222.6% | -20.1% |
| 10Y | +17.3% | +472.8% | -455.5% | -6.9% |
| All | +340.3% | +1,713.7% | -1,373.4% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling