+38.7%
KMB vs WWD
+494.7%
-456.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +2.7% |
| 7D | +3.4% | +4.2% | -0.8% | +2.9% |
| 30D | +14.7% | -0.8% | +15.5% | +14.6% |
| 3M | +3.3% | -8.2% | +11.5% | +4.0% |
| 6M | +16.8% | -9.8% | +26.6% | +17.6% |
| YTD | +15.2% | +10.4% | +4.8% | +13.2% |
| 1Y | +13.3% | +25.5% | -12.2% | +9.7% |
| 3Y | +5.4% | +155.8% | -150.4% | -7.1% |
| 5Y | +2.7% | +187.3% | -184.6% | -11.9% |
| 10Y | +38.7% | +462.7% | -424.0% | +4.3% |
| All | +38.7% | +494.7% | -456.0% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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