+2,359.1%
MCD vs WAT
+12,102.7%
-9,743.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +7.1% | -1.1% | +8.2% | +7.3% |
| 30D | +19.8% | +5.0% | +14.8% | +18.9% |
| 3M | +0.8% | +14.5% | -13.7% | -1.2% |
| 6M | -1.3% | +30.9% | -32.2% | -5.2% |
| YTD | -7.8% | +20.5% | -28.2% | -10.8% |
| 1Y | -5.0% | +23.3% | -28.2% | -8.4% |
| 3Y | +10.5% | +81.5% | -70.9% | -0.6% |
| 5Y | +22.0% | +33.4% | -11.4% | +13.2% |
| 10Y | +216.7% | +231.5% | -14.8% | +159.0% |
| All | +2,359.1% | +12,102.7% | -9,743.6% | +1,271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling