+336.4%
WM vs MKC
+25.9%
+310.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -0.9% |
| 7D | +1.2% | +2.3% | -1.1% | +0.4% |
| 30D | +13.1% | +8.1% | +5.0% | +10.1% |
| 3M | +3.6% | -6.4% | +10.1% | +5.7% |
| 6M | +8.1% | +1.8% | +6.3% | +6.9% |
| YTD | +8.9% | -26.9% | +35.8% | +19.6% |
| 1Y | +20.3% | -21.7% | +42.0% | +28.9% |
| 3Y | +46.2% | -18.7% | +64.9% | +51.1% |
| 5Y | +59.9% | -32.8% | +92.7% | +74.6% |
| All | +336.4% | +25.9% | +310.5% | +301.1% |
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