-24.3%
KMB vs WETO
-99.4%
+75.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.4% |
| 7D | -6.5% | -4.3% | -2.2% | -6.5% |
| 30D | -8.8% | -39.9% | +31.1% | -7.7% |
| 3M | -2.2% | -97.9% | +95.7% | -2.7% |
| 6M | +0.7% | -95.0% | +95.7% | +1.4% |
| YTD | +1.0% | -97.2% | +98.2% | +0.8% |
| 1Y | -20.3% | -98.9% | +78.6% | -21.3% |
| All | -24.3% | -99.4% | +75.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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