+561.8%
GWW vs MKC
+29.9%
+531.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | -3.4% | -1.5% | -1.9% | -2.9% |
| 30D | -1.9% | -3.1% | +1.2% | -1.0% |
| 3M | -2.4% | +5.2% | -7.6% | -4.4% |
| 6M | +15.7% | -12.8% | +28.5% | +19.9% |
| YTD | +27.6% | -23.3% | +50.9% | +37.3% |
| 1Y | +27.2% | -24.1% | +51.3% | +37.0% |
| 3Y | +89.7% | -32.1% | +121.8% | +109.2% |
| 5Y | +223.9% | -32.8% | +256.7% | +252.3% |
| All | +561.8% | +29.9% | +531.9% | +478.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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