+1,782.5%
KMB vs WST
+12,330.1%
-10,547.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -3.0% | +0.7% | -3.8% | -3.1% |
| 30D | -5.5% | -3.1% | -2.3% | -5.1% |
| 3M | +14.0% | +7.2% | +6.8% | +12.8% |
| 6M | +4.1% | +36.8% | -32.7% | -0.5% |
| YTD | +8.0% | +23.8% | -15.8% | +4.5% |
| 1Y | -13.7% | +37.8% | -51.5% | -18.0% |
| 3Y | -5.9% | -15.9% | +9.9% | -7.5% |
| 5Y | -8.6% | -25.8% | +17.2% | -10.1% |
| 10Y | +17.3% | +319.6% | -302.3% | -14.6% |
| All | +1,782.5% | +12,330.1% | -10,547.6% | +770.0% |
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