+444.1%
KMB vs WCN
+6,839.3%
-6,395.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | -5.5% | +0.4% | -5.9% | -5.6% |
| 3M | +14.0% | +7.3% | +6.7% | +12.8% |
| 6M | +4.1% | -2.5% | +6.6% | +4.3% |
| YTD | +8.0% | -5.4% | +13.4% | +8.7% |
| 1Y | -13.7% | -8.5% | -5.3% | -12.8% |
| 3Y | -5.9% | +20.8% | -26.7% | -9.0% |
| 5Y | -8.6% | +30.0% | -38.6% | -12.8% |
| 10Y | +17.3% | +238.4% | -221.1% | -1.1% |
| All | +444.1% | +6,839.3% | -6,395.3% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling