+1,561.3%
MCD vs WCN
+7,914.0%
-6,352.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +5.9% | +1.2% | +4.8% | +5.8% |
| 30D | +19.6% | +24.6% | -4.9% | +15.2% |
| 3M | +3.3% | +14.2% | -10.9% | +0.9% |
| 6M | +3.5% | +25.7% | -22.2% | -0.6% |
| YTD | -6.1% | +9.3% | -15.4% | -7.8% |
| 1Y | -3.7% | +15.3% | -19.0% | -6.3% |
| 3Y | +13.4% | +48.6% | -35.2% | +5.6% |
| 5Y | +25.2% | +46.9% | -21.8% | +16.5% |
| 10Y | +211.3% | +298.1% | -86.9% | +152.5% |
| All | +1,561.3% | +7,914.0% | -6,352.7% | +988.1% |
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 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