+205.9%
MCD vs WAB
+282.9%
-77.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -1.9% | +3.1% | -5.1% | -2.6% |
| 30D | +16.6% | +6.4% | +10.2% | +14.9% |
| 3M | +0.9% | +2.2% | -1.2% | +0.3% |
| 6M | +1.5% | +13.7% | -12.2% | -2.0% |
| YTD | -8.3% | +43.0% | -51.3% | -16.2% |
| 1Y | -8.1% | +47.0% | -55.1% | -16.6% |
| 3Y | +10.3% | +174.4% | -164.1% | -15.2% |
| 5Y | +23.4% | +222.2% | -198.8% | -10.1% |
| 10Y | +205.9% | +276.9% | -71.0% | +86.3% |
| All | +205.9% | +282.9% | -77.0% | +86.3% |
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