+4,316.0%
WAB vs MKC
+1,681.9%
+2,634.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | +5.1% | -3.0% | +8.0% | +6.0% |
| 30D | +4.0% | +4.8% | -0.8% | +2.1% |
| 3M | +0.1% | -12.8% | +12.9% | +3.9% |
| 6M | +12.8% | +5.0% | +7.8% | +9.5% |
| YTD | +40.1% | -29.1% | +69.1% | +53.3% |
| 1Y | +46.4% | -26.4% | +72.8% | +58.1% |
| 3Y | +167.4% | -21.6% | +189.0% | +177.7% |
| 5Y | +215.0% | -35.2% | +250.3% | +242.4% |
| 10Y | +269.2% | +25.6% | +243.5% | +196.7% |
| All | +4,316.0% | +1,681.9% | +2,634.1% | +1,661.2% |
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