-1.3%
MCD vs IWF
-7.6%
+6.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.3% |
| 7D | +7.1% | -5.0% | +12.1% | +6.1% |
| 30D | +19.8% | -13.2% | +33.0% | +15.9% |
| 3M | +0.8% | -9.4% | +10.2% | -1.3% |
| 6M | -1.3% | -8.6% | +7.3% | -4.4% |
| All | -1.3% | -7.6% | +6.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 6mo: compounded portfolio wealth divided by compounded IWF 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…
6mo analysis · Full analysis span regression · 6 months rolling