+23.4%
MCD vs WEC
+54.4%
-31.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +8.0% | +3.2% | +4.8% | +6.8% |
| 30D | +19.6% | +14.7% | +5.0% | +13.6% |
| 3M | +2.2% | +10.2% | -8.0% | -1.6% |
| 6M | -1.1% | +4.5% | -5.6% | -2.9% |
| YTD | -7.2% | +15.1% | -22.3% | -12.2% |
| 1Y | -6.7% | +9.4% | -16.1% | -10.0% |
| 3Y | +11.6% | +56.9% | -45.3% | -6.1% |
| All | +23.4% | +54.4% | -31.0% | +2.4% |
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