-13.9%
MCD vs WETO
-99.4%
+85.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -2.0% | -57.2% | +55.2% | -2.3% |
| 30D | -6.1% | -48.8% | +42.7% | -5.8% |
| 3M | -7.3% | -97.7% | +90.4% | -8.3% |
| 6M | -20.9% | -94.3% | +73.4% | -20.8% |
| YTD | -14.7% | -97.0% | +82.4% | -15.0% |
| 1Y | -16.1% | -98.9% | +82.8% | -17.1% |
| All | -13.9% | -99.4% | +85.5% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling