+178.1%
MCD vs WFC
+138.0%
+40.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.8% | +3.8% | -6.6% | -3.7% |
| 30D | -6.0% | +1.5% | -7.5% | -6.4% |
| 3M | -5.6% | +10.9% | -16.4% | -8.0% |
| 6M | -21.9% | +8.4% | -30.3% | -23.6% |
| YTD | -14.7% | -1.9% | -12.8% | -14.8% |
| 1Y | -17.3% | +12.3% | -29.6% | -20.2% |
| 3Y | -2.2% | +132.3% | -134.5% | -24.3% |
| 5Y | +20.3% | +130.1% | -109.8% | -9.1% |
| All | +178.1% | +138.0% | +40.1% | +90.2% |
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