+33.4%
WEC vs MKC
-33.0%
+66.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.6% | -1.5% | +0.9% | -0.1% |
| 30D | -2.6% | -3.1% | +0.5% | -1.8% |
| 3M | -6.0% | +5.2% | -11.2% | -7.8% |
| 6M | -5.4% | -12.8% | +7.4% | -1.9% |
| YTD | +2.5% | -23.3% | +25.8% | +10.3% |
| 1Y | -0.7% | -24.1% | +23.4% | +7.0% |
| 3Y | +38.7% | -32.1% | +70.8% | +54.6% |
| All | +33.4% | -33.0% | +66.4% | +37.7% |
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