+324.8%
WM vs MKC
+25.5%
+299.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | +0.8% | -7.0% | +7.8% | +3.3% |
| 30D | +13.8% | +4.1% | +9.7% | +12.3% |
| 3M | +6.4% | -10.3% | +16.7% | +10.1% |
| 6M | +13.2% | +1.7% | +11.5% | +12.0% |
| YTD | +10.8% | -29.1% | +39.9% | +23.0% |
| 1Y | +20.2% | -26.0% | +46.2% | +31.3% |
| 3Y | +46.5% | -21.5% | +67.9% | +53.2% |
| 5Y | +61.3% | -35.0% | +96.3% | +78.2% |
| 10Y | +324.8% | +25.6% | +299.2% | +287.2% |
| All | +324.8% | +25.5% | +299.2% | +287.2% |
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