-3.5%
MCD vs WAT
+27.0%
-30.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +1.6% |
| 7D | +5.9% | +6.0% | -0.1% | +5.7% |
| 30D | +19.6% | +9.9% | +9.7% | +19.2% |
| 3M | +3.3% | +17.2% | -13.9% | +2.5% |
| 6M | +3.5% | +34.2% | -30.7% | +2.1% |
| YTD | -6.1% | +25.5% | -31.6% | -7.4% |
| All | -3.5% | +27.0% | -30.5% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling