+25.1%
MKC vs WST
+456.5%
-431.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +1.0% |
| 7D | -3.0% | +4.2% | -7.2% | -3.7% |
| 30D | +4.8% | +11.2% | -6.4% | +2.9% |
| 3M | -12.8% | +20.4% | -33.2% | -15.6% |
| 6M | +5.0% | +37.9% | -32.9% | -0.6% |
| YTD | -29.1% | +51.8% | -80.9% | -34.2% |
| 1Y | -26.4% | +56.6% | -83.0% | -32.1% |
| 3Y | -21.6% | +24.2% | -45.8% | -28.6% |
| 5Y | -35.2% | +0.7% | -35.9% | -39.0% |
| All | +25.1% | +456.5% | -431.4% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling