-4.1%
WAT vs MKC
-34.7%
+30.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -1.8% | -4.3% | +2.5% | -0.7% |
| 30D | -1.7% | -3.1% | +1.4% | -1.0% |
| 3M | +9.1% | +6.8% | +2.2% | +6.7% |
| 6M | +32.4% | -18.3% | +50.8% | +39.2% |
| YTD | +6.6% | -23.1% | +29.6% | +13.5% |
| 1Y | +34.7% | -23.7% | +58.4% | +43.5% |
| 3Y | +53.6% | -31.0% | +84.6% | +68.2% |
| 5Y | -4.1% | -33.5% | +29.5% | +5.7% |
| All | -4.1% | -34.7% | +30.6% | +5.7% |
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