-14.8%
MCD vs WETO
-99.4%
+84.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.2% | -0.1% |
| 7D | -2.5% | -19.9% | +17.3% | -2.6% |
| 30D | -7.0% | -42.7% | +35.6% | -6.7% |
| 3M | -9.8% | -97.7% | +87.9% | -10.8% |
| 6M | -21.8% | -94.4% | +72.7% | -21.7% |
| YTD | -15.6% | -97.0% | +81.4% | -15.9% |
| 1Y | -15.2% | -98.9% | +83.7% | -16.1% |
| All | -14.8% | -99.4% | +84.6% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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