-0.6%
KMB vs WWD
+170.1%
-170.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.1% |
| 7D | +0.5% | +4.2% | -3.7% | 0.0% |
| 30D | +12.4% | -2.1% | +14.5% | +12.4% |
| 3M | +1.0% | -13.2% | +14.2% | +2.1% |
| 6M | +12.1% | -16.9% | +29.0% | +13.6% |
| YTD | +11.6% | +5.2% | +6.4% | +10.6% |
| 1Y | +13.1% | +20.6% | -7.5% | +10.5% |
| 3Y | +1.6% | +146.3% | -144.8% | -9.9% |
| All | -0.6% | +170.1% | -170.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling