+6,923.6%
MCK vs WSM
+8,960.2%
-2,036.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +0.4% | -7.7% | +8.1% | +1.3% |
| 3M | +12.1% | +3.8% | +8.3% | +11.5% |
| 6M | -5.4% | +22.7% | -28.1% | -7.8% |
| YTD | +7.8% | +28.0% | -20.2% | +4.4% |
| 1Y | +22.9% | +12.7% | +10.2% | +20.6% |
| 3Y | +110.7% | +231.3% | -120.5% | +77.6% |
| 5Y | +346.2% | +177.2% | +169.0% | +274.9% |
| 10Y | +440.1% | +1,065.8% | -625.6% | +264.3% |
| All | +6,923.6% | +8,960.2% | -2,036.6% | +3,377.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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