+20.8%
MCD vs WFC
+90.3%
-69.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | +2.5% | -4.2% | -2.0% |
| 30D | +14.1% | +7.0% | +7.1% | +13.1% |
| 3M | +0.6% | -1.8% | +2.4% | +0.8% |
| 6M | 0.0% | +18.4% | -18.4% | -2.4% |
| YTD | -9.3% | -5.6% | -3.7% | -8.9% |
| 1Y | -9.3% | +3.9% | -13.2% | -10.2% |
| 3Y | +8.6% | +126.3% | -117.7% | -8.7% |
| All | +20.8% | +90.3% | -69.5% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling