-36.0%
MKC vs WCC
+139.9%
-175.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.2% |
| 7D | -3.0% | +9.9% | -12.9% | -3.1% |
| 30D | +4.8% | -8.4% | +13.3% | +4.9% |
| 3M | -12.8% | -10.3% | -2.5% | -12.8% |
| 6M | +5.0% | -10.5% | +15.5% | +5.0% |
| YTD | -29.1% | +32.2% | -61.2% | -30.7% |
| 1Y | -26.4% | +25.5% | -51.9% | -27.9% |
| 3Y | -21.6% | +134.7% | -156.3% | -27.6% |
| All | -36.0% | +139.9% | -175.9% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling