+265.4%
WPM vs MKC
-33.0%
+298.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +2.0% |
| 7D | -0.6% | -1.5% | +0.9% | -0.3% |
| 30D | +14.4% | -3.1% | +17.5% | +15.0% |
| 3M | +37.0% | +5.2% | +31.8% | +35.0% |
| 6M | +4.1% | -12.8% | +16.9% | +7.4% |
| YTD | +31.7% | -23.3% | +55.0% | +40.0% |
| 1Y | +44.2% | -24.1% | +68.3% | +53.3% |
| 3Y | +265.5% | -32.1% | +297.6% | +298.2% |
| All | +265.4% | -33.0% | +298.4% | +270.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling