+258.0%
WPM vs MKC
-31.7%
+289.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -2.9% | -3.6% |
| 7D | -3.6% | -2.8% | -0.8% | -3.3% |
| 30D | +12.5% | -3.4% | +15.9% | +12.8% |
| 3M | +40.6% | +3.8% | +36.8% | +39.7% |
| 6M | +0.5% | -17.9% | +18.5% | +4.4% |
| YTD | +29.0% | -23.6% | +52.7% | +35.7% |
| 1Y | +43.8% | -23.1% | +66.9% | +50.7% |
| All | +258.0% | -31.7% | +289.7% | +257.1% |
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