+27.3%
WAT vs MKC
-18.2%
+45.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.8% | +1.4% |
| 7D | -1.9% | +9.6% | -11.5% | -2.5% |
| 30D | +6.2% | +12.0% | -5.8% | +5.4% |
| 3M | +18.1% | -2.0% | +20.1% | +18.1% |
| 6M | +54.9% | +7.2% | +47.7% | +53.8% |
| YTD | +23.1% | -23.7% | +46.9% | +22.5% |
| 1Y | +27.3% | -18.3% | +45.6% | +24.8% |
| All | +27.3% | -18.2% | +45.5% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling