+10.5%
MCD vs WCN
+45.2%
-34.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.1% |
| 7D | +7.1% | +2.9% | +4.2% | +6.2% |
| 30D | +19.8% | +22.1% | -2.3% | +12.3% |
| 3M | +0.8% | +13.2% | -12.4% | -3.2% |
| 6M | -1.3% | +23.7% | -25.0% | -7.8% |
| YTD | -7.8% | +8.7% | -16.5% | -10.5% |
| 1Y | -5.0% | +15.3% | -20.3% | -10.0% |
| 3Y | +10.5% | +46.0% | -35.5% | -4.1% |
| All | +10.5% | +45.2% | -34.6% | -4.1% |
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