+193.4%
MCD vs WFC
+117.8%
+75.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | +2.5% | -4.2% | -2.2% |
| 30D | +14.1% | +7.0% | +7.1% | +12.4% |
| 3M | +0.6% | -1.8% | +2.4% | +0.9% |
| 6M | 0.0% | +18.4% | -18.4% | -4.2% |
| YTD | -9.3% | -5.6% | -3.7% | -8.7% |
| 1Y | -9.3% | +3.9% | -13.2% | -10.8% |
| 3Y | +8.6% | +126.3% | -117.7% | -15.6% |
| 5Y | +21.9% | +91.1% | -69.2% | -2.8% |
| All | +193.4% | +117.8% | +75.6% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling