+2,579.2%
MCD vs WAB
+4,092.2%
-1,513.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.8% | -3.2% | +0.4% | -2.3% |
| 30D | -6.0% | -4.4% | -1.6% | -5.4% |
| 3M | -5.6% | +7.9% | -13.4% | -7.0% |
| 6M | -21.9% | +8.7% | -30.6% | -23.2% |
| YTD | -14.7% | +33.0% | -47.7% | -18.9% |
| 1Y | -17.3% | +46.7% | -63.9% | -22.6% |
| 3Y | -2.2% | +153.0% | -155.1% | -16.9% |
| 5Y | +20.3% | +222.3% | -202.0% | -2.4% |
| 10Y | +180.7% | +291.0% | -110.3% | +112.2% |
| All | +2,579.2% | +4,092.2% | -1,513.0% | +1,369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling