+2.7%
KMB vs WCN
+46.3%
-43.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | +3.4% | +1.2% | +2.2% | +3.1% |
| 30D | +14.7% | +24.6% | -9.9% | +7.4% |
| 3M | +3.3% | +14.2% | -10.9% | -0.9% |
| 6M | +16.8% | +25.7% | -8.9% | +9.3% |
| YTD | +15.2% | +9.3% | +5.9% | +11.5% |
| 1Y | +13.3% | +15.3% | -2.0% | +7.8% |
| 3Y | +5.4% | +48.6% | -43.1% | -6.4% |
| 5Y | +2.7% | +46.9% | -44.2% | -8.5% |
| All | +2.7% | +46.3% | -43.6% | -8.5% |
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