+1,844.7%
KMB vs WST
+14,518.0%
-12,673.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | +0.5% | -3.1% | +3.6% | +0.9% |
| 30D | +12.4% | +9.1% | +3.3% | +11.1% |
| 3M | +1.0% | +14.7% | -13.7% | -0.9% |
| 6M | +12.1% | +28.0% | -15.9% | +8.3% |
| YTD | +11.6% | +45.6% | -34.0% | +5.6% |
| 1Y | +13.1% | +45.7% | -32.5% | +7.0% |
| 3Y | +1.6% | +21.1% | -19.5% | -5.2% |
| 5Y | -0.3% | +0.3% | -0.6% | -6.1% |
| 10Y | +37.9% | +449.0% | -411.1% | -3.3% |
| All | +1,844.7% | +14,518.0% | -12,673.3% | +779.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling