+3,393.7%
MKC vs WST
+12,330.1%
-8,936.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.8% |
| 7D | -5.9% | +0.7% | -6.6% | -6.0% |
| 30D | -0.9% | -3.1% | +2.3% | -0.3% |
| 3M | +12.7% | +7.2% | +5.5% | +11.3% |
| 6M | -19.3% | +36.8% | -56.1% | -24.0% |
| YTD | -22.2% | +23.8% | -46.0% | -25.5% |
| 1Y | -23.3% | +37.8% | -61.1% | -28.3% |
| 3Y | -30.0% | -15.9% | -14.1% | -31.6% |
| 5Y | -33.8% | -25.8% | -7.9% | -35.1% |
| 10Y | +24.4% | +319.6% | -295.2% | -16.3% |
| All | +3,393.7% | +12,330.1% | -8,936.4% | +1,088.6% |
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 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