+9.7%
MCD vs WEC
+62.7%
-53.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | +16.6% | +12.0% | +4.6% | +11.4% |
| 3M | +0.9% | +11.1% | -10.1% | -3.3% |
| 6M | +1.5% | +6.0% | -4.5% | -1.1% |
| YTD | -8.3% | +14.3% | -22.6% | -13.4% |
| 1Y | -8.1% | +8.0% | -16.1% | -11.2% |
| All | +9.7% | +62.7% | -53.0% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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