-16.1%
MCD vs WAB
+47.5%
-63.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -2.0% | +1.7% | -3.7% | -2.1% |
| 30D | -6.1% | -2.4% | -3.7% | -6.1% |
| 3M | -7.3% | +9.7% | -16.9% | -8.2% |
| 6M | -20.9% | +16.5% | -37.5% | -22.4% |
| YTD | -14.7% | +33.7% | -48.4% | -17.6% |
| 1Y | -16.1% | +49.7% | -65.8% | -19.8% |
| All | -16.1% | +47.5% | -63.7% | -19.8% |
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