+22.6%
MCD vs WAT
+31.1%
-8.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | +16.0% | +7.7% | +8.3% | +14.9% |
| 3M | 0.0% | +11.1% | -11.1% | -1.5% |
| 6M | +0.9% | +31.2% | -30.3% | -2.8% |
| YTD | -8.7% | +21.7% | -30.4% | -11.5% |
| 1Y | -8.6% | +19.3% | -27.9% | -11.2% |
| 3Y | +9.9% | +80.6% | -70.8% | -2.5% |
| 5Y | +22.6% | +29.5% | -6.9% | +14.4% |
| All | +22.6% | +31.1% | -8.4% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling