+3,445.1%
WFC vs MCK
+6,813.7%
-3,368.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +0.3% | -4.4% | +4.7% | +1.6% |
| 30D | +2.3% | -2.2% | +4.5% | +2.9% |
| 3M | +9.8% | +11.6% | -1.8% | +5.9% |
| 6M | +15.6% | -4.9% | +20.5% | +16.6% |
| YTD | -2.4% | +7.7% | -10.2% | -5.8% |
| 1Y | +13.8% | +25.2% | -11.4% | +4.8% |
| 3Y | +134.6% | +112.1% | +22.5% | +80.1% |
| 5Y | +127.9% | +345.8% | -217.9% | +38.1% |
| 10Y | +141.8% | +439.7% | -298.0% | +33.2% |
| All | +3,445.1% | +6,813.7% | -3,368.5% | +1,004.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 all: compounded portfolio wealth divided by compounded MCK 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…
all analysis · Full analysis span regression · 6 months rolling