+1,409.3%
MCD vs WCN
+6,839.3%
-5,430.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -6.0% | +0.4% | -6.5% | -6.1% |
| 3M | -5.6% | +7.3% | -12.9% | -6.7% |
| 6M | -21.9% | -2.5% | -19.3% | -21.6% |
| YTD | -14.7% | -5.4% | -9.3% | -14.1% |
| 1Y | -17.3% | -8.5% | -8.8% | -16.3% |
| 3Y | -2.2% | +20.8% | -23.0% | -5.6% |
| 5Y | +20.3% | +30.0% | -9.7% | +14.4% |
| 10Y | +180.7% | +238.4% | -57.7% | +134.1% |
| All | +1,409.3% | +6,839.3% | -5,430.0% | +913.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling