-10.9%
KMB vs WCN
+30.9%
-41.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | -5.0% | -2.1% | -2.9% | -4.5% |
| 3M | +6.6% | +6.4% | +0.2% | +4.9% |
| 6M | +1.0% | -3.7% | +4.7% | +1.8% |
| YTD | +6.0% | -6.4% | +12.3% | +7.4% |
| 1Y | -16.6% | -7.9% | -8.7% | -15.1% |
| 3Y | -8.6% | +20.8% | -29.4% | -13.8% |
| 5Y | -10.9% | +29.0% | -39.8% | -17.7% |
| All | -10.9% | +30.9% | -41.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling