+20.4%
MCD vs WCN
+30.9%
-10.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.4% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -6.1% | -2.1% | -4.0% | -5.5% |
| 3M | -7.3% | +6.4% | -13.6% | -9.2% |
| 6M | -20.9% | -3.7% | -17.3% | -20.1% |
| YTD | -14.7% | -6.4% | -8.3% | -13.2% |
| 1Y | -16.1% | -7.9% | -8.2% | -14.2% |
| 3Y | -1.5% | +20.8% | -22.3% | -9.3% |
| 5Y | +20.4% | +29.0% | -8.5% | +7.9% |
| All | +20.4% | +30.9% | -10.5% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling