+28,547.2%
WM vs MKC
+3,165.5%
+25,381.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +3.6% | -6.4% | +10.1% | +5.2% |
| 6M | +8.1% | +1.8% | +6.3% | +7.3% |
| YTD | +8.9% | -26.9% | +35.8% | +16.5% |
| 1Y | +20.3% | -21.7% | +42.0% | +26.5% |
| 3Y | +46.2% | -18.7% | +64.9% | +50.7% |
| 5Y | +59.9% | -32.8% | +92.7% | +71.3% |
| 10Y | +345.6% | +27.0% | +318.6% | +310.5% |
| All | +28,547.2% | +3,165.5% | +25,381.8% | +14,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling