+165.1%
WAB vs MKC
-31.2%
+196.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.2% | -4.3% | +4.5% | +0.7% |
| 30D | -4.6% | -3.1% | -1.4% | -4.3% |
| 3M | +5.6% | +6.8% | -1.2% | +4.6% |
| 6M | +13.8% | -18.3% | +32.1% | +18.1% |
| YTD | +31.9% | -23.1% | +54.9% | +38.1% |
| 1Y | +48.3% | -23.7% | +71.9% | +55.5% |
| All | +165.1% | -31.2% | +196.3% | +177.9% |
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 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