+1,947.7%
MKC vs WWD
+15,408.5%
-13,460.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.1% |
| 7D | -5.9% | +1.3% | -7.2% | -6.0% |
| 30D | -0.9% | -7.2% | +6.3% | 0.0% |
| 3M | +12.7% | -3.8% | +16.6% | +12.8% |
| 6M | -19.3% | -9.9% | -9.4% | -18.8% |
| YTD | -22.2% | +14.8% | -37.0% | -24.1% |
| 1Y | -23.3% | +42.1% | -65.4% | -27.5% |
| 3Y | -30.0% | +170.8% | -200.8% | -39.7% |
| 5Y | -33.8% | +197.5% | -231.3% | -44.3% |
| 10Y | +24.4% | +477.8% | -453.4% | -7.8% |
| All | +1,947.7% | +15,408.5% | -13,460.9% | +975.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling