-8.0%
KMB vs WEC
+31.0%
-39.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -3.0% | -0.3% | -2.8% | -2.9% |
| 30D | -5.5% | -1.3% | -4.2% | -5.0% |
| 3M | +14.0% | -3.9% | +17.9% | +16.1% |
| 6M | +4.1% | -8.3% | +12.4% | +8.2% |
| YTD | +8.0% | +3.1% | +5.0% | +6.4% |
| 1Y | -13.7% | +1.9% | -15.7% | -14.7% |
| 3Y | -5.9% | +41.9% | -47.9% | -19.6% |
| All | -8.0% | +31.0% | -39.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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