+149.0%
WMB vs MKC
-29.9%
+178.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +0.8% | -4.3% | +5.1% | +1.1% |
| 30D | +7.7% | -2.0% | +9.7% | +7.9% |
| 3M | +6.7% | +10.0% | -3.3% | +5.8% |
| 6M | +3.6% | -18.5% | +22.2% | +5.3% |
| YTD | +28.0% | -22.4% | +50.4% | +30.5% |
| 1Y | +37.6% | -23.6% | +61.2% | +40.5% |
| 3Y | +149.0% | -30.4% | +179.5% | +146.1% |
| All | +149.0% | -29.9% | +178.9% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling