-3.2%
MCD vs WAB
+47.8%
-51.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.2% |
| 7D | +7.3% | +4.0% | +3.3% | +7.0% |
| 30D | +20.0% | +6.3% | +13.6% | +19.5% |
| 3M | +3.8% | +3.3% | +0.5% | +3.5% |
| 6M | +3.8% | +14.5% | -10.7% | +2.4% |
| YTD | -5.9% | +42.7% | -48.5% | -11.2% |
| 1Y | -3.2% | +45.2% | -48.4% | -9.3% |
| All | -3.2% | +47.8% | -51.0% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling