+4,782.6%
MCK vs WAB
+4,053.8%
+728.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -2.2% | -5.9% | +3.7% | -1.1% |
| 3M | +11.6% | +9.4% | +2.2% | +9.3% |
| 6M | -4.9% | +13.8% | -18.8% | -7.9% |
| YTD | +7.7% | +31.8% | -24.1% | +1.4% |
| 1Y | +25.2% | +48.5% | -23.3% | +14.9% |
| 3Y | +112.1% | +167.0% | -54.8% | +70.9% |
| 5Y | +345.8% | +222.3% | +123.5% | +241.8% |
| 10Y | +439.7% | +289.6% | +150.1% | +284.0% |
| All | +4,782.6% | +4,053.8% | +728.8% | +2,334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling