+4,115.8%
WAB vs MKC
+1,848.6%
+2,267.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.7% | -4.3% | +6.0% | +3.1% |
| 30D | -2.4% | -2.0% | -0.4% | -1.9% |
| 3M | +9.7% | +10.0% | -0.3% | +5.6% |
| 6M | +16.5% | -18.5% | +35.0% | +23.0% |
| YTD | +33.7% | -22.4% | +56.1% | +43.0% |
| 1Y | +49.7% | -23.6% | +73.3% | +60.3% |
| 3Y | +170.9% | -30.4% | +201.4% | +194.9% |
| 5Y | +228.0% | -34.2% | +262.2% | +257.4% |
| 10Y | +284.8% | +26.8% | +258.0% | +211.3% |
| All | +4,115.8% | +1,848.6% | +2,267.2% | +1,542.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling