-2.6%
SW vs MKC
-32.7%
+30.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.4% |
| 7D | +2.3% | +2.3% | 0.0% | +1.9% |
| 30D | +6.8% | +8.1% | -1.3% | +5.4% |
| 3M | -5.2% | -6.4% | +1.2% | -4.3% |
| 6M | +7.4% | +1.8% | +5.6% | +6.9% |
| YTD | +17.4% | -26.9% | +44.3% | +23.4% |
| 1Y | +27.1% | -21.7% | +48.8% | +32.3% |
| 3Y | +47.9% | -18.7% | +66.6% | +55.3% |
| All | -2.6% | -32.7% | +30.1% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling