+45.8%
KMB vs WING
+405.9%
-360.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.0% | -3.9% | +0.8% | -2.8% |
| 30D | -5.5% | -11.6% | +6.1% | -4.9% |
| 3M | +14.0% | -24.2% | +38.2% | +15.6% |
| 6M | +4.1% | -54.1% | +58.2% | +8.1% |
| YTD | +8.0% | -53.9% | +61.9% | +11.9% |
| 1Y | -13.7% | -64.4% | +50.6% | -9.5% |
| 3Y | -5.9% | -30.2% | +24.3% | -8.1% |
| 5Y | -8.6% | -34.1% | +25.5% | -11.9% |
| 10Y | +17.3% | +342.1% | -324.9% | -5.8% |
| All | +45.8% | +405.9% | -360.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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