+211.3%
MCD vs WFC
+142.4%
+68.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.3% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +19.6% | +2.9% | +16.7% | +18.9% |
| 3M | +3.3% | -1.4% | +4.7% | +3.5% |
| 6M | +3.5% | +14.3% | -10.9% | 0.0% |
| YTD | -6.1% | -6.2% | +0.1% | -5.3% |
| 1Y | -3.7% | +1.6% | -5.3% | -4.8% |
| 3Y | +13.4% | +126.9% | -113.6% | -11.9% |
| 5Y | +25.2% | +94.0% | -68.8% | -0.6% |
| 10Y | +211.3% | +134.0% | +77.2% | +118.9% |
| All | +211.3% | +142.4% | +68.8% | +118.9% |
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