+110.7%
MCK vs WAT
+54.7%
+56.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -2.9% | -0.3% | -2.7% | -2.9% |
| 30D | +0.4% | -1.9% | +2.3% | +0.5% |
| 3M | +12.1% | +13.5% | -1.4% | +11.7% |
| 6M | -5.4% | +37.2% | -42.7% | -6.5% |
| YTD | +7.8% | +7.5% | +0.3% | +7.5% |
| 1Y | +22.9% | +35.0% | -12.1% | +21.2% |
| 3Y | +110.7% | +55.1% | +55.6% | +117.0% |
| All | +110.7% | +54.7% | +56.0% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling