+2,991.9%
MCK vs WTW
+1,102.0%
+1,889.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -5.7% | +2.8% | -1.1% |
| 30D | +0.4% | -7.3% | +7.7% | +2.8% |
| 3M | +12.1% | +21.5% | -9.4% | +5.1% |
| 6M | -5.4% | +9.6% | -15.1% | -8.8% |
| YTD | +7.8% | -3.3% | +11.1% | +7.3% |
| 1Y | +22.9% | -6.1% | +29.1% | +23.6% |
| 3Y | +110.7% | +61.8% | +48.9% | +75.0% |
| 5Y | +346.2% | +42.7% | +303.5% | +280.4% |
| 10Y | +440.1% | +197.2% | +242.9% | +255.0% |
| All | +2,991.9% | +1,102.0% | +1,889.9% | +1,425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling