+427.0%
MCK vs WTW
+198.0%
+229.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -5.7% | +2.8% | -1.0% |
| 30D | +0.4% | -7.3% | +7.7% | +2.9% |
| 3M | +12.1% | +21.5% | -9.4% | +4.5% |
| 6M | -5.4% | +9.6% | -15.1% | -9.1% |
| YTD | +7.8% | -3.3% | +11.1% | +7.1% |
| 1Y | +22.9% | -6.1% | +29.1% | +23.5% |
| 3Y | +110.7% | +61.8% | +48.9% | +69.4% |
| 5Y | +346.2% | +42.7% | +303.5% | +269.0% |
| All | +427.0% | +198.0% | +229.0% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling