+10.5%
MCD vs WAT
+74.7%
-64.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +7.1% | -1.1% | +8.2% | +7.2% |
| 30D | +19.8% | +5.0% | +14.8% | +19.2% |
| 3M | +0.8% | +14.5% | -13.7% | -0.5% |
| 6M | -1.3% | +30.9% | -32.2% | -4.0% |
| YTD | -7.8% | +20.5% | -28.2% | -9.7% |
| 1Y | -5.0% | +23.3% | -28.2% | -7.3% |
| 3Y | +10.5% | +81.5% | -70.9% | +3.2% |
| All | +10.5% | +74.7% | -64.2% | +3.2% |
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