+3,353.5%
MKC vs WSM
+34,771.0%
-31,417.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.3% | +2.6% | -6.9% | -4.5% |
| 30D | -3.1% | -9.3% | +6.2% | -2.3% |
| 3M | +6.8% | +7.1% | -0.3% | +6.1% |
| 6M | -18.3% | +21.7% | -40.1% | -19.8% |
| YTD | -23.1% | +28.7% | -51.8% | -24.8% |
| 1Y | -23.7% | +13.9% | -37.5% | -24.8% |
| 3Y | -31.0% | +232.2% | -263.2% | -38.8% |
| 5Y | -33.5% | +176.4% | -209.9% | -41.1% |
| 10Y | +30.3% | +1,072.4% | -1,042.2% | -0.4% |
| All | +3,353.5% | +34,771.0% | -31,417.6% | +1,687.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling