+229.7%
WAT vs MKC
+24.3%
+205.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +2.0% | -7.3% | +9.3% | +4.4% |
| 30D | +7.7% | +4.0% | +3.7% | +6.0% |
| 3M | +11.1% | -11.5% | +22.5% | +14.8% |
| 6M | +31.2% | +1.1% | +30.2% | +29.3% |
| YTD | +21.7% | -29.9% | +51.6% | +34.3% |
| 1Y | +19.3% | -27.0% | +46.3% | +29.6% |
| 3Y | +80.6% | -22.3% | +102.9% | +90.7% |
| 5Y | +29.5% | -36.0% | +65.5% | +43.3% |
| All | +229.7% | +24.3% | +205.4% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling