+427.0%
MCK vs WWD
+498.2%
-71.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -2.9% | -2.6% | -0.3% | -2.3% |
| 30D | +0.4% | -6.9% | +7.4% | +2.0% |
| 3M | +12.1% | -13.0% | +25.1% | +15.2% |
| 6M | -5.4% | -12.5% | +7.0% | -3.6% |
| YTD | +7.8% | +11.8% | -4.1% | +3.2% |
| 1Y | +22.9% | +41.1% | -18.1% | +10.7% |
| 3Y | +110.7% | +163.1% | -52.3% | +56.9% |
| 5Y | +346.2% | +187.6% | +158.5% | +216.2% |
| All | +427.0% | +498.2% | -71.2% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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