-16.1%
MCD vs WCC
+64.4%
-80.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.4% | +0.2% |
| 7D | -2.0% | +8.5% | -10.5% | -1.5% |
| 30D | -6.1% | -1.0% | -5.2% | -6.1% |
| 3M | -7.3% | +2.1% | -9.4% | -6.8% |
| 6M | -20.9% | +36.8% | -57.8% | -20.0% |
| YTD | -14.7% | +47.7% | -62.4% | -13.1% |
| 1Y | -16.1% | +66.5% | -82.6% | -14.3% |
| All | -16.1% | +64.4% | -80.5% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling