+180.0%
MCD vs WAB
+283.1%
-103.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -2.0% | +1.7% | -3.7% | -2.4% |
| 30D | -6.1% | -2.4% | -3.7% | -5.7% |
| 3M | -7.3% | +9.7% | -16.9% | -9.5% |
| 6M | -20.9% | +16.5% | -37.5% | -24.1% |
| YTD | -14.7% | +33.7% | -48.4% | -20.7% |
| 1Y | -16.1% | +49.7% | -65.8% | -24.2% |
| 3Y | -1.5% | +170.9% | -172.4% | -24.1% |
| 5Y | +20.4% | +228.0% | -207.6% | -12.6% |
| 10Y | +180.0% | +284.8% | -104.8% | +71.2% |
| All | +180.0% | +283.1% | -103.1% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling