-18.3%
MKC vs WST
+47.3%
-65.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.4% |
| 7D | +9.6% | +1.3% | +8.3% | +9.3% |
| 30D | +12.0% | +8.5% | +3.5% | +10.5% |
| 3M | -2.0% | +17.2% | -19.2% | -4.4% |
| 6M | +7.2% | +36.3% | -29.1% | +2.8% |
| YTD | -23.7% | +48.9% | -72.7% | -27.5% |
| 1Y | -18.3% | +42.9% | -61.2% | -22.7% |
| All | -18.3% | +47.3% | -65.6% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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