+211.7%
MCD vs WAT
+227.3%
-15.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +7.1% | -1.1% | +8.2% | +7.3% |
| 30D | +19.8% | +5.0% | +14.8% | +18.4% |
| 3M | +0.8% | +14.5% | -13.7% | -2.3% |
| 6M | -1.3% | +30.9% | -32.2% | -7.4% |
| YTD | -7.8% | +20.5% | -28.2% | -12.5% |
| 1Y | -5.0% | +23.3% | -28.2% | -10.4% |
| 3Y | +10.5% | +81.5% | -70.9% | -9.5% |
| 5Y | +22.0% | +33.4% | -11.4% | +6.6% |
| All | +211.7% | +227.3% | -15.6% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling