+20.3%
WM vs MKC
-22.0%
+42.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.3% |
| 7D | +1.2% | +2.3% | -1.1% | +0.6% |
| 30D | +13.1% | +8.1% | +5.0% | +11.3% |
| 3M | +3.6% | -6.4% | +10.1% | +4.4% |
| 6M | +8.1% | +1.8% | +6.3% | +7.4% |
| YTD | +8.9% | -26.9% | +35.8% | +13.2% |
| 1Y | +20.3% | -21.7% | +42.0% | +21.1% |
| All | +20.3% | -22.0% | +42.3% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling