+6,475.2%
MCD vs WFC
+8,136.6%
-1,661.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +7.1% | +1.2% | +5.9% | +6.9% |
| 30D | +19.8% | +5.2% | +14.6% | +18.6% |
| 3M | +0.8% | -3.0% | +3.9% | +1.4% |
| 6M | -1.3% | +6.2% | -7.5% | -2.7% |
| YTD | -7.8% | -7.9% | +0.2% | -6.8% |
| 1Y | -5.0% | +0.3% | -5.2% | -5.6% |
| 3Y | +10.5% | +117.7% | -107.2% | -8.3% |
| 5Y | +22.0% | +88.4% | -66.4% | +2.6% |
| 10Y | +216.7% | +147.3% | +69.4% | +140.9% |
| All | +6,475.2% | +8,136.6% | -1,661.3% | +1,642.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling