+27.1%
SW vs MKC
-18.8%
+46.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +4.7% | +7.0% | -2.3% | +3.0% |
| 30D | +5.0% | +11.4% | -6.4% | +2.4% |
| 3M | -7.3% | -3.7% | -3.6% | -6.9% |
| 6M | +15.0% | +5.3% | +9.7% | +13.4% |
| YTD | +18.5% | -24.4% | +42.9% | +33.1% |
| 1Y | +27.1% | -19.7% | +46.8% | +39.5% |
| All | +27.1% | -18.8% | +46.0% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling