-31.9%
MKC vs WWD
+167.9%
-199.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -4.3% | +0.6% | -5.0% | -4.3% |
| 30D | -3.1% | -5.1% | +2.0% | -2.9% |
| 3M | +6.8% | -11.2% | +18.1% | +7.1% |
| 6M | -18.3% | -12.0% | -6.3% | -18.0% |
| YTD | -23.1% | +12.0% | -35.0% | -24.5% |
| 1Y | -23.7% | +42.8% | -66.5% | -26.8% |
| All | -31.9% | +167.9% | -199.8% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling