+427.0%
MCK vs WAB
+296.8%
+130.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +0.4% | -4.1% | +4.5% | +1.5% |
| 3M | +12.1% | +8.2% | +3.9% | +9.2% |
| 6M | -5.4% | +15.4% | -20.8% | -9.9% |
| YTD | +7.8% | +33.1% | -25.4% | -1.5% |
| 1Y | +22.9% | +48.1% | -25.1% | +8.7% |
| 3Y | +110.7% | +167.7% | -57.0% | +51.7% |
| 5Y | +346.2% | +225.7% | +120.5% | +194.6% |
| All | +427.0% | +296.8% | +130.2% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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