+50.7%
KMB vs WING
+656.3%
-605.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.8% |
| 7D | +0.5% | +9.0% | -8.6% | -0.1% |
| 30D | +12.4% | +39.9% | -27.6% | +10.1% |
| 3M | +1.0% | +40.4% | -39.4% | -1.2% |
| 6M | +12.1% | +12.9% | -0.7% | +10.9% |
| YTD | +11.6% | -31.1% | +42.7% | +12.8% |
| 1Y | +13.1% | -32.7% | +45.8% | +14.3% |
| 3Y | +1.6% | -19.8% | +21.4% | -1.0% |
| 5Y | -0.3% | +4.0% | -4.3% | -6.6% |
| 10Y | +37.9% | +684.4% | -646.5% | +6.4% |
| All | +50.7% | +656.3% | -605.7% | +14.3% |
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