+1,394.6%
WDC vs MKC
-31.2%
+1,425.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +0.9% |
| 7D | +7.5% | -4.3% | +11.8% | +6.4% |
| 30D | +10.1% | -3.1% | +13.2% | +9.4% |
| 3M | -6.8% | +6.8% | -13.6% | -5.1% |
| 6M | +84.1% | -18.3% | +102.5% | +86.9% |
| YTD | +180.3% | -23.1% | +203.3% | +184.7% |
| 1Y | +411.1% | -23.7% | +434.8% | +420.4% |
| All | +1,394.6% | -31.2% | +1,425.8% | +1,464.3% |
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 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