+10.5%
MCD vs WCC
+110.7%
-100.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.5% |
| 7D | +7.1% | -14.7% | +21.8% | +6.8% |
| 30D | +19.8% | -20.1% | +39.8% | +19.4% |
| 3M | +0.8% | -21.2% | +22.0% | +0.5% |
| 6M | -1.3% | -19.2% | +17.9% | -1.5% |
| YTD | -7.8% | +20.2% | -28.0% | -8.8% |
| 1Y | -5.0% | +14.5% | -19.4% | -5.9% |
| 3Y | +10.5% | +115.1% | -104.6% | +4.1% |
| All | +10.5% | +110.7% | -100.1% | +4.1% |
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