+427.0%
MCK vs W
+158.6%
+268.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | 0.0% |
| 7D | -2.9% | -0.9% | -2.1% | -2.9% |
| 30D | +0.4% | -4.2% | +4.7% | +0.5% |
| 3M | +12.1% | +26.9% | -14.8% | +10.8% |
| 6M | -5.4% | +31.2% | -36.7% | -6.8% |
| YTD | +7.8% | -1.8% | +9.6% | +7.2% |
| 1Y | +22.9% | +9.3% | +13.6% | +21.5% |
| 3Y | +110.7% | +33.2% | +77.5% | +103.5% |
| 5Y | +346.2% | -62.4% | +408.6% | +357.9% |
| All | +427.0% | +158.6% | +268.5% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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