-32.4%
MKC vs WSM
+226.4%
-258.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.6% |
| 7D | -2.8% | +0.4% | -3.3% | -2.8% |
| 30D | -3.4% | -10.7% | +7.3% | -2.6% |
| 3M | +3.8% | +8.5% | -4.7% | +3.2% |
| 6M | -17.9% | +19.6% | -37.6% | -19.0% |
| YTD | -23.6% | +26.6% | -50.2% | -24.9% |
| 1Y | -23.1% | +12.0% | -35.0% | -23.9% |
| All | -32.4% | +226.4% | -258.8% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling