+4,257.1%
MCK vs WAT
+10,789.1%
-6,532.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -2.9% | -0.3% | -2.7% | -2.9% |
| 30D | +0.4% | -1.9% | +2.3% | +0.7% |
| 3M | +12.1% | +13.5% | -1.4% | +9.5% |
| 6M | -5.4% | +37.2% | -42.7% | -11.2% |
| YTD | +7.8% | +7.5% | +0.3% | +5.3% |
| 1Y | +22.9% | +35.0% | -12.1% | +15.0% |
| 3Y | +110.7% | +55.1% | +55.6% | +87.2% |
| 5Y | +346.2% | -2.8% | +349.0% | +326.0% |
| 10Y | +440.1% | +170.2% | +270.0% | +320.6% |
| All | +4,257.1% | +10,789.1% | -6,532.0% | +2,281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling