+37.8%
KMB vs WST
+452.5%
-414.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +10.2% | +12.3% | -2.1% | +8.9% |
| 3M | +1.5% | +17.5% | -16.0% | -0.2% |
| 6M | +16.6% | +28.2% | -11.5% | +13.6% |
| YTD | +12.1% | +50.4% | -38.3% | +7.1% |
| 1Y | +11.1% | +49.3% | -38.2% | +6.2% |
| 3Y | +1.9% | +21.8% | -19.9% | -3.3% |
| 5Y | -1.3% | +0.3% | -1.6% | -5.0% |
| 10Y | +37.8% | +451.2% | -413.4% | -8.6% |
| All | +37.8% | +452.5% | -414.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling