+957.1%
WDC vs MKC
-33.9%
+991.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.5% |
| 7D | +4.4% | -2.8% | +7.2% | +4.3% |
| 30D | +5.3% | -3.4% | +8.7% | +5.1% |
| 3M | -5.9% | +3.8% | -9.7% | -5.9% |
| 6M | +73.2% | -17.9% | +91.2% | +77.6% |
| YTD | +167.8% | -23.6% | +191.5% | +176.7% |
| 1Y | +386.0% | -23.1% | +409.1% | +400.7% |
| 3Y | +1,309.7% | -31.5% | +1,341.2% | +1,376.1% |
| 5Y | +957.1% | -33.1% | +990.2% | +934.7% |
| All | +957.1% | -33.9% | +991.0% | +934.7% |
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