+8.6%
MCD vs WCN
+52.1%
-43.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +2.6% | -4.2% | -2.5% |
| 30D | +14.1% | +23.9% | -9.8% | +6.4% |
| 3M | +0.6% | +17.4% | -16.8% | -4.6% |
| 6M | 0.0% | +28.0% | -28.0% | -7.6% |
| YTD | -9.3% | +11.6% | -20.8% | -12.7% |
| 1Y | -9.3% | +16.9% | -26.2% | -14.4% |
| 3Y | +8.6% | +51.6% | -43.0% | -6.7% |
| All | +8.6% | +52.1% | -43.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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