-24.1%
MKC vs WCC
+66.3%
-90.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.8% |
| 7D | -1.5% | +1.4% | -2.8% | -1.3% |
| 30D | -3.1% | -2.3% | -0.8% | -3.2% |
| 3M | +5.2% | +3.7% | +1.5% | +5.9% |
| 6M | -12.8% | +34.8% | -47.6% | -11.0% |
| YTD | -23.3% | +46.1% | -69.4% | -21.2% |
| 1Y | -24.1% | +62.7% | -86.9% | -21.8% |
| All | -24.1% | +66.3% | -90.4% | -21.8% |
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