+222.3%
WAB vs MKC
-33.0%
+255.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | -4.1% | -3.1% | -1.0% | -3.7% |
| 3M | +8.2% | +5.2% | +3.0% | +7.0% |
| 6M | +15.4% | -12.8% | +28.2% | +18.2% |
| YTD | +33.1% | -23.3% | +56.4% | +39.7% |
| 1Y | +48.1% | -24.1% | +72.2% | +55.5% |
| 3Y | +167.7% | -32.1% | +199.8% | +186.1% |
| All | +222.3% | -33.0% | +255.3% | +242.5% |
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 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