+51.6%
SW vs MKC
-15.1%
+66.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.4% | +2.8% |
| 7D | +12.1% | +9.6% | +2.5% | +9.7% |
| 30D | +6.6% | +12.0% | -5.5% | +3.8% |
| 3M | -6.0% | -2.0% | -4.0% | -5.8% |
| 6M | +21.5% | +7.2% | +14.3% | +19.0% |
| YTD | +20.3% | -23.7% | +44.1% | +29.1% |
| 1Y | +28.1% | -18.3% | +46.5% | +35.2% |
| All | +51.6% | -15.1% | +66.6% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling