+177.1%
SW vs MKC
+25.8%
+151.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | -2.9% | -3.0% | 0.0% | -2.3% |
| 30D | +5.0% | +4.8% | +0.2% | +4.0% |
| 3M | -13.7% | -12.8% | -0.8% | -11.3% |
| 6M | +8.0% | +5.0% | +3.0% | +6.5% |
| YTD | +14.0% | -29.1% | +43.0% | +21.8% |
| 1Y | +25.6% | -26.4% | +52.0% | +33.2% |
| 3Y | +40.1% | -21.6% | +61.7% | +46.2% |
| 5Y | -2.6% | -35.2% | +32.6% | +3.1% |
| All | +177.1% | +25.8% | +151.3% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling