+9.7%
MCD vs WAT
+86.6%
-76.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | +16.6% | +9.0% | +7.6% | +15.7% |
| 3M | +0.9% | +13.5% | -12.5% | -0.3% |
| 6M | +1.5% | +35.3% | -33.8% | -1.6% |
| YTD | -8.3% | +24.0% | -32.3% | -10.5% |
| 1Y | -8.1% | +22.0% | -30.1% | -10.2% |
| All | +9.7% | +86.6% | -76.8% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling