+113.2%
WDC vs MKC
-18.2%
+131.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.4% | -12.2% | -3.3% |
| 7D | -18.3% | +9.6% | -27.9% | -13.0% |
| 30D | -26.7% | +12.0% | -38.7% | -20.5% |
| 3M | -40.9% | -2.0% | -38.9% | -40.6% |
| 6M | -26.8% | +7.2% | -34.0% | -20.9% |
| YTD | +88.2% | -23.7% | +111.9% | +88.2% |
| 1Y | +113.2% | -18.3% | +131.5% | +125.0% |
| All | +113.2% | -18.2% | +131.4% | +125.0% |
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