+302.9%
WM vs MKC
+26.1%
+276.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -0.9% | -4.3% | +3.4% | +0.6% |
| 30D | -4.3% | -2.0% | -2.3% | -3.8% |
| 3M | +0.8% | +10.0% | -9.2% | -2.7% |
| 6M | -10.8% | -18.5% | +7.8% | -4.9% |
| YTD | -0.1% | -22.4% | +22.4% | +7.8% |
| 1Y | +1.0% | -23.6% | +24.6% | +9.4% |
| 3Y | +45.1% | -30.4% | +75.5% | +59.9% |
| 5Y | +52.1% | -34.2% | +86.3% | +68.8% |
| 10Y | +302.9% | +26.8% | +276.1% | +262.8% |
| All | +302.9% | +26.1% | +276.9% | +262.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling