+6,406.5%
MCD vs WEC
+4,422.7%
+1,983.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | +16.0% | +11.0% | +5.1% | +12.1% |
| 3M | 0.0% | +8.6% | -8.7% | -2.8% |
| 6M | +0.9% | +6.2% | -5.2% | -1.2% |
| YTD | -8.7% | +14.3% | -23.0% | -12.9% |
| 1Y | -8.6% | +8.4% | -16.9% | -11.2% |
| 3Y | +9.9% | +62.9% | -53.0% | -7.4% |
| 5Y | +22.6% | +55.8% | -33.2% | +3.9% |
| 10Y | +204.6% | +193.2% | +11.4% | +104.1% |
| All | +6,406.5% | +4,422.7% | +1,983.8% | +1,617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling