+2,767.2%
MCD vs WAB
+4,353.8%
-1,586.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -1.6% | +7.9% | -9.5% | -2.8% |
| 30D | +16.0% | +4.9% | +11.2% | +15.1% |
| 3M | 0.0% | +1.8% | -1.8% | -0.5% |
| 6M | +0.9% | +12.0% | -11.0% | -1.2% |
| YTD | -8.7% | +41.3% | -50.0% | -14.1% |
| 1Y | -8.6% | +43.8% | -52.4% | -14.2% |
| 3Y | +9.9% | +171.1% | -161.2% | -7.7% |
| 5Y | +22.6% | +217.7% | -195.1% | -0.3% |
| 10Y | +204.6% | +272.3% | -67.7% | +131.5% |
| All | +2,767.2% | +4,353.8% | -1,586.6% | +1,456.4% |
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