-1.5%
MCD vs WAB
+153.4%
-154.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.8% | -3.2% | +0.4% | -2.5% |
| 30D | -6.0% | -4.4% | -1.6% | -5.6% |
| 3M | -5.6% | +7.9% | -13.4% | -6.6% |
| 6M | -21.9% | +8.7% | -30.6% | -22.9% |
| YTD | -14.7% | +33.0% | -47.7% | -18.1% |
| 1Y | -17.3% | +46.7% | -63.9% | -21.6% |
| All | -1.5% | +153.4% | -154.9% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling