+3,082.4%
MKC vs WST
+14,995.2%
-11,912.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -7.0% | +1.0% | -8.0% | -7.2% |
| 30D | +4.1% | +12.3% | -8.2% | +1.9% |
| 3M | -10.3% | +17.5% | -27.8% | -12.9% |
| 6M | +1.7% | +28.2% | -26.5% | -2.9% |
| YTD | -29.1% | +50.4% | -79.5% | -34.5% |
| 1Y | -26.0% | +49.3% | -75.3% | -31.6% |
| 3Y | -21.5% | +21.8% | -43.3% | -28.4% |
| 5Y | -35.0% | +0.3% | -35.3% | -39.9% |
| 10Y | +25.6% | +451.2% | -425.6% | -19.5% |
| All | +3,082.4% | +14,995.2% | -11,912.7% | +944.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling