+7,004.6%
MCK vs WST
+7,379.1%
-374.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -3.6% | -1.7% | -1.9% | -3.2% |
| 30D | +1.4% | -4.3% | +5.8% | +2.4% |
| 3M | +13.8% | +0.7% | +13.1% | +13.4% |
| 6M | -5.2% | +36.0% | -41.2% | -11.8% |
| YTD | +9.0% | +22.7% | -13.7% | +3.3% |
| 1Y | +26.9% | +34.1% | -7.2% | +17.4% |
| 3Y | +114.7% | -13.6% | +128.3% | +106.4% |
| 5Y | +347.1% | -26.0% | +373.1% | +334.7% |
| 10Y | +446.4% | +335.8% | +110.6% | +210.9% |
| All | +7,004.6% | +7,379.1% | -374.4% | +2,015.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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