+8.6%
MCD vs WCC
+134.5%
-125.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -1.6% | +9.9% | -11.6% | -1.5% |
| 30D | +14.1% | -8.4% | +22.6% | +14.0% |
| 3M | +0.6% | -10.3% | +10.9% | +0.5% |
| 6M | 0.0% | -10.5% | +10.5% | 0.0% |
| YTD | -9.3% | +32.2% | -41.4% | -10.1% |
| 1Y | -9.3% | +25.5% | -34.8% | -10.1% |
| 3Y | +8.6% | +134.7% | -126.1% | +2.8% |
| All | +8.6% | +134.5% | -125.8% | +2.8% |
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