+20.8%
MCD vs WEC
+56.3%
-35.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -1.6% | +2.3% | -4.0% | -2.5% |
| 30D | +14.1% | +11.1% | +3.1% | +9.7% |
| 3M | +0.6% | +8.4% | -7.8% | -2.5% |
| 6M | 0.0% | +7.5% | -7.5% | -2.8% |
| YTD | -9.3% | +15.3% | -24.6% | -14.2% |
| 1Y | -9.3% | +9.7% | -19.0% | -12.7% |
| 3Y | +8.6% | +64.7% | -56.1% | -10.1% |
| All | +20.8% | +56.3% | -35.5% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling