-8.6%
MCD vs WFC
+1.6%
-10.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | +16.0% | +6.8% | +9.2% | +15.3% |
| 3M | 0.0% | -3.0% | +2.9% | -0.2% |
| 6M | +0.9% | +15.4% | -14.5% | -0.3% |
| YTD | -8.7% | -5.9% | -2.8% | -9.2% |
| 1Y | -8.6% | +1.7% | -10.2% | -10.0% |
| All | -8.6% | +1.6% | -10.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling