+176.9%
MCD vs WAT
+170.9%
+6.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -1.2% | -0.3% | -1.0% | -1.2% |
| 30D | -7.8% | -1.9% | -5.9% | -7.4% |
| 3M | -10.7% | +13.5% | -24.2% | -13.3% |
| 6M | -21.3% | +37.2% | -58.5% | -27.2% |
| YTD | -15.8% | +7.5% | -23.3% | -18.0% |
| 1Y | -16.0% | +35.0% | -51.0% | -22.8% |
| 3Y | -3.0% | +55.1% | -58.0% | -17.4% |
| 5Y | +18.6% | -2.8% | +21.4% | +14.0% |
| All | +176.9% | +170.9% | +6.0% | +87.1% |
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