+11.4%
WBD vs MKC
+29.9%
-18.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -0.7% | -1.5% | +0.7% | -0.3% |
| 30D | +1.4% | -3.1% | +4.5% | +2.2% |
| 3M | +4.4% | +5.2% | -0.8% | +2.6% |
| 6M | +0.8% | -12.8% | +13.6% | +4.2% |
| YTD | -2.7% | -23.3% | +20.6% | +3.9% |
| 1Y | +73.4% | -24.1% | +97.5% | +84.9% |
| 3Y | +142.1% | -32.1% | +174.2% | +165.9% |
| 5Y | +7.2% | -32.8% | +40.0% | +17.0% |
| All | +11.4% | +29.9% | -18.5% | +1.7% |
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 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