-33.1%
MKC vs WCN
+25.5%
-58.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -2.8% | -4.4% | +1.6% | -1.2% |
| 30D | -3.4% | -4.4% | +1.1% | -1.8% |
| 3M | +3.8% | +0.5% | +3.3% | +3.5% |
| 6M | -17.9% | -3.3% | -14.7% | -17.2% |
| YTD | -23.6% | -8.5% | -15.1% | -21.6% |
| 1Y | -23.1% | -8.9% | -14.2% | -20.9% |
| 3Y | -31.5% | +18.0% | -49.6% | -36.9% |
| 5Y | -33.1% | +25.0% | -58.1% | -40.4% |
| All | -33.1% | +25.5% | -58.5% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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