-23.3%
MKC vs WTW
+3.0%
-26.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.7% |
| 7D | -5.9% | -2.6% | -3.3% | -5.6% |
| 30D | -0.9% | -1.0% | +0.1% | -0.8% |
| 3M | +12.7% | +29.9% | -17.2% | +9.3% |
| 6M | -19.3% | +10.7% | -30.0% | -21.7% |
| YTD | -22.2% | +2.6% | -24.7% | -23.9% |
| 1Y | -23.3% | +2.8% | -26.1% | -26.5% |
| All | -23.3% | +3.0% | -26.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling