+1,565.6%
MCD vs WCN
+7,961.2%
-6,395.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +7.3% | +2.6% | +4.7% | +6.8% |
| 30D | +20.0% | +25.3% | -5.4% | +15.4% |
| 3M | +3.8% | +15.2% | -11.4% | +1.3% |
| 6M | +3.8% | +26.4% | -22.7% | -0.4% |
| YTD | -5.9% | +9.9% | -15.8% | -7.7% |
| 1Y | -3.2% | +16.2% | -19.4% | -6.0% |
| 3Y | +13.3% | +49.4% | -36.1% | +5.4% |
| 5Y | +25.2% | +46.2% | -20.9% | +16.6% |
| 10Y | +213.3% | +305.7% | -92.4% | +153.6% |
| All | +1,565.6% | +7,961.2% | -6,395.6% | +989.8% |
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