+211.3%
MCD vs WAB
+305.5%
-94.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.4% | +0.7% |
| 7D | +5.9% | +4.0% | +2.0% | +5.0% |
| 30D | +19.6% | +4.5% | +15.2% | +18.4% |
| 3M | +3.3% | +2.3% | +1.0% | +2.6% |
| 6M | +3.5% | +12.5% | -9.0% | +0.2% |
| YTD | -6.1% | +40.2% | -46.3% | -13.8% |
| 1Y | -3.7% | +45.2% | -48.9% | -12.3% |
| 3Y | +13.4% | +171.8% | -158.4% | -12.7% |
| 5Y | +25.2% | +217.6% | -192.4% | -8.5% |
| 10Y | +211.3% | +285.3% | -74.1% | +90.3% |
| All | +211.3% | +305.5% | -94.2% | +90.3% |
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