-5.0%
MCD vs WING
-35.4%
+30.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.4% |
| 7D | +7.1% | +9.0% | -1.9% | +6.5% |
| 30D | +19.8% | +39.9% | -20.2% | +17.4% |
| 3M | +0.8% | +40.4% | -39.6% | -1.3% |
| 6M | -1.3% | +12.9% | -14.2% | -2.6% |
| YTD | -7.8% | -31.1% | +23.3% | -8.1% |
| 1Y | -5.0% | -32.7% | +27.8% | -5.1% |
| All | -5.0% | -35.4% | +30.5% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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