+123.9%
WDAY vs KMB
+41.7%
+82.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.0% |
| 7D | -4.0% | +3.4% | -7.4% | -4.7% |
| 30D | +1.9% | +14.7% | -12.8% | -0.8% |
| 3M | +5.9% | +3.3% | +2.6% | +5.1% |
| 6M | +48.8% | +16.8% | +32.0% | +45.0% |
| YTD | -11.4% | +15.2% | -26.7% | -13.9% |
| 1Y | -15.5% | +13.3% | -28.8% | -17.6% |
| 3Y | -15.6% | +5.4% | -21.1% | -18.4% |
| 5Y | -35.2% | +2.7% | -37.9% | -37.2% |
| 10Y | +123.9% | +38.7% | +85.2% | +100.7% |
| All | +123.9% | +41.7% | +82.1% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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