+2,797.5%
MCD vs WAB
+4,103.0%
-1,305.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.8% |
| 7D | +7.1% | +1.4% | +5.7% | +6.9% |
| 30D | +19.8% | +0.4% | +19.4% | +19.6% |
| 3M | +0.8% | -3.8% | +4.6% | +1.3% |
| 6M | -1.3% | +5.1% | -6.4% | -2.5% |
| YTD | -7.8% | +33.3% | -41.1% | -12.4% |
| 1Y | -5.0% | +39.8% | -44.8% | -10.4% |
| 3Y | +10.5% | +161.1% | -150.5% | -6.5% |
| 5Y | +22.0% | +209.5% | -187.5% | -0.4% |
| 10Y | +216.7% | +293.8% | -77.2% | +139.0% |
| All | +2,797.5% | +4,103.0% | -1,305.6% | +1,487.4% |
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