-23.3%
MKC vs WSM
+19.9%
-43.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.1% |
| 7D | -5.9% | -3.3% | -2.6% | -5.6% |
| 30D | -0.9% | -8.4% | +7.5% | -0.2% |
| 3M | +12.7% | +9.7% | +3.1% | +12.1% |
| 6M | -19.3% | +16.7% | -36.0% | -20.3% |
| YTD | -22.2% | +28.7% | -50.8% | -22.8% |
| 1Y | -23.3% | +13.7% | -37.0% | -24.5% |
| All | -23.3% | +19.9% | -43.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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