-1.5%
MCD vs WCC
+124.0%
-125.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.5% |
| 7D | -2.8% | +4.5% | -7.3% | -2.8% |
| 30D | -6.0% | -5.8% | -0.2% | -6.0% |
| 3M | -5.6% | -3.7% | -1.9% | -5.5% |
| 6M | -21.9% | +23.1% | -44.9% | -22.2% |
| YTD | -14.7% | +44.2% | -58.9% | -15.4% |
| 1Y | -17.3% | +62.1% | -79.4% | -18.3% |
| All | -1.5% | +124.0% | -125.5% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling