-33.5%
MKC vs WING
-33.6%
+0.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -4.3% | -2.3% | -2.0% | -4.2% |
| 30D | -3.1% | -5.6% | +2.5% | -2.8% |
| 3M | +6.8% | -22.9% | +29.7% | +8.2% |
| 6M | -18.3% | -50.4% | +32.1% | -15.6% |
| YTD | -23.1% | -53.3% | +30.3% | -20.4% |
| 1Y | -23.7% | -61.2% | +37.5% | -20.5% |
| 3Y | -31.0% | -30.1% | -0.9% | -32.9% |
| 5Y | -33.5% | -35.0% | +1.5% | -40.0% |
| All | -33.5% | -33.6% | +0.1% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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