-18.3%
MKC vs WCC
+24.5%
-42.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -9.9% | +15.4% | +3.8% |
| 7D | +9.6% | -8.8% | +18.4% | +8.2% |
| 30D | +12.0% | -16.0% | +28.0% | +9.8% |
| 3M | -2.0% | -15.2% | +13.2% | -3.7% |
| 6M | +7.2% | -8.4% | +15.6% | +6.6% |
| YTD | -23.7% | +30.1% | -53.8% | -22.2% |
| 1Y | -18.3% | +26.4% | -44.7% | -17.1% |
| All | -18.3% | +24.5% | -42.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling