-33.1%
MKC vs WWD
+187.1%
-220.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | -2.8% | -2.9% | 0.0% | -2.6% |
| 30D | -3.4% | -6.6% | +3.2% | -2.8% |
| 3M | +3.8% | -9.3% | +13.1% | +4.2% |
| 6M | -17.9% | -13.6% | -4.3% | -17.2% |
| YTD | -23.6% | +10.4% | -34.0% | -25.3% |
| 1Y | -23.1% | +39.9% | -63.0% | -27.1% |
| 3Y | -31.5% | +165.0% | -196.6% | -41.4% |
| 5Y | -33.1% | +183.8% | -216.9% | -46.6% |
| All | -33.1% | +187.1% | -220.2% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling