+1,040.4%
KMB vs WWD
+15,408.5%
-14,368.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -3.0% | +1.3% | -4.3% | -3.2% |
| 30D | -5.5% | -7.2% | +1.7% | -4.7% |
| 3M | +14.0% | -3.8% | +17.8% | +14.2% |
| 6M | +4.1% | -9.9% | +14.0% | +4.9% |
| YTD | +8.0% | +14.8% | -6.8% | +5.7% |
| 1Y | -13.7% | +42.1% | -55.8% | -17.9% |
| 3Y | -5.9% | +170.8% | -176.7% | -18.1% |
| 5Y | -8.6% | +197.5% | -206.1% | -22.1% |
| 10Y | +17.3% | +477.8% | -460.5% | -11.4% |
| All | +1,040.4% | +15,408.5% | -14,368.2% | +578.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling