+3.7%
KMB vs WST
+23.5%
-19.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +6.0% | +1.4% | +4.7% | +6.0% |
| 30D | +13.5% | +12.7% | +0.8% | +13.1% |
| 3M | +3.8% | +17.2% | -13.4% | +3.3% |
| 6M | +15.6% | +26.7% | -11.1% | +14.8% |
| YTD | +14.0% | +50.3% | -36.3% | +12.8% |
| 1Y | +12.9% | +50.2% | -37.3% | +11.7% |
| 3Y | +3.7% | +21.7% | -18.0% | -0.4% |
| All | +3.7% | +23.5% | -19.8% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling