+1,509.6%
MCD vs WBD
+293.1%
+1,216.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.6% |
| 30D | -6.0% | +8.8% | -14.8% | -7.1% |
| 3M | -5.6% | +4.6% | -10.2% | -6.2% |
| 6M | -21.9% | +1.1% | -22.9% | -22.0% |
| YTD | -14.7% | -2.0% | -12.7% | -14.6% |
| 1Y | -17.3% | +140.0% | -157.3% | -27.4% |
| 3Y | -2.2% | +144.4% | -146.5% | -17.8% |
| 5Y | +20.3% | -0.2% | +20.5% | +11.6% |
| 10Y | +180.7% | +9.1% | +171.6% | +133.1% |
| All | +1,509.6% | +293.1% | +1,216.5% | +774.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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