+30.3%
MKC vs WST
+325.7%
-295.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.3% | -1.7% | -2.7% | -4.0% |
| 30D | -3.1% | -4.3% | +1.2% | -2.4% |
| 3M | +6.8% | +0.7% | +6.1% | +6.6% |
| 6M | -18.3% | +36.0% | -54.4% | -22.7% |
| YTD | -23.1% | +22.7% | -45.8% | -26.0% |
| 1Y | -23.7% | +34.1% | -57.8% | -27.9% |
| 3Y | -31.0% | -13.6% | -17.4% | -32.4% |
| 5Y | -33.5% | -26.0% | -7.5% | -33.1% |
| 10Y | +30.3% | +335.8% | -305.5% | -25.6% |
| All | +30.3% | +325.7% | -295.4% | -25.6% |
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