+211.3%
MCD vs WAT
+232.2%
-20.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +0.9% |
| 7D | +5.9% | +6.0% | -0.1% | +4.6% |
| 30D | +19.6% | +9.9% | +9.7% | +17.2% |
| 3M | +3.3% | +17.2% | -13.9% | -0.4% |
| 6M | +3.5% | +34.2% | -30.7% | -3.4% |
| YTD | -6.1% | +25.5% | -31.6% | -11.7% |
| 1Y | -3.7% | +28.3% | -31.9% | -10.0% |
| 3Y | +13.4% | +88.4% | -75.0% | -7.9% |
| 5Y | +25.2% | +36.1% | -11.0% | +9.3% |
| 10Y | +211.3% | +234.8% | -23.6% | +101.4% |
| All | +211.3% | +232.2% | -20.9% | +101.4% |
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