+24.9%
MKC vs WST
+446.4%
-421.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | +5.4% | +12.7% | -7.3% | +3.2% |
| 3M | -11.1% | +17.2% | -28.3% | -13.5% |
| 6M | -1.4% | +26.7% | -28.1% | -5.3% |
| YTD | -29.4% | +50.3% | -79.7% | -34.4% |
| 1Y | -24.7% | +50.2% | -75.0% | -30.1% |
| 3Y | -21.8% | +21.7% | -43.5% | -28.5% |
| 5Y | -36.0% | +2.0% | -38.0% | -40.1% |
| 10Y | +24.9% | +451.1% | -426.2% | -34.4% |
| All | +24.9% | +446.4% | -421.4% | -34.4% |
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