+27.4%
MKC vs WSM
+1,071.8%
-1,044.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -1.5% | -0.5% | -0.9% | -1.4% |
| 30D | -3.1% | -7.7% | +4.6% | -2.4% |
| 3M | +5.2% | +3.8% | +1.4% | +4.8% |
| 6M | -12.8% | +22.7% | -35.5% | -14.7% |
| YTD | -23.3% | +28.0% | -51.3% | -25.3% |
| 1Y | -24.1% | +12.7% | -36.8% | -25.3% |
| 3Y | -32.1% | +231.3% | -263.4% | -41.6% |
| 5Y | -32.8% | +177.2% | -210.0% | -42.4% |
| All | +27.4% | +1,071.8% | -1,044.4% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling