+455.6%
KMB vs WCN
+8,078.4%
-7,622.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -3.0% | +1.2% | -4.1% | -3.1% |
| 30D | +9.1% | +26.4% | -17.4% | +5.2% |
| 3M | -0.4% | +17.5% | -17.9% | -2.9% |
| 6M | +13.0% | +28.7% | -15.8% | +8.7% |
| YTD | +10.3% | +11.5% | -1.2% | +8.2% |
| 1Y | +8.2% | +15.9% | -7.6% | +5.5% |
| 3Y | +0.4% | +51.6% | -51.2% | -6.1% |
| 5Y | -2.7% | +47.9% | -50.6% | -9.0% |
| 10Y | +35.7% | +322.5% | -286.8% | +10.8% |
| All | +455.6% | +8,078.4% | -7,622.8% | +263.6% |
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