-23.9%
KMB vs WETO
-99.4%
+75.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +1.0% | -4.2% |
| 7D | -8.6% | -38.7% | +30.1% | -9.0% |
| 30D | -7.5% | -51.3% | +43.8% | -6.6% |
| 3M | -0.6% | -97.8% | +97.2% | -1.1% |
| 6M | -1.5% | -94.8% | +93.2% | -0.6% |
| YTD | +1.6% | -97.2% | +98.8% | +1.4% |
| 1Y | -20.8% | -98.9% | +78.2% | -21.8% |
| All | -23.9% | -99.4% | +75.5% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling