-18.3%
MKC vs WWD
+27.2%
-45.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +5.4% |
| 7D | +9.6% | +7.3% | +2.3% | +9.8% |
| 30D | +12.0% | -2.0% | +14.0% | +11.9% |
| 3M | -2.0% | -12.6% | +10.6% | -2.0% |
| 6M | +7.2% | -8.4% | +15.6% | +6.0% |
| YTD | -23.7% | +8.2% | -32.0% | -25.1% |
| 1Y | -18.3% | +26.5% | -44.8% | -20.6% |
| All | -18.3% | +27.2% | -45.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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