+770.0%
WDC vs MKC
-21.4%
+791.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -4.7% |
| 7D | +12.1% | -3.0% | +15.1% | +11.1% |
| 30D | -18.8% | +4.8% | -23.6% | -17.4% |
| 3M | -39.3% | -12.8% | -26.5% | -40.9% |
| 6M | -40.1% | +5.0% | -45.1% | -39.2% |
| YTD | +71.8% | -29.1% | +100.9% | +71.8% |
| 1Y | +88.5% | -26.4% | +114.9% | +88.4% |
| 3Y | +770.0% | -21.6% | +791.6% | +752.8% |
| All | +770.0% | -21.4% | +791.4% | +752.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling