+9.7%
MCD vs WING
-19.8%
+29.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.5% |
| 7D | -1.9% | -0.5% | -1.4% | -1.9% |
| 30D | +16.6% | +32.3% | -15.7% | +14.6% |
| 3M | +0.9% | +50.2% | -49.2% | -1.6% |
| 6M | +1.5% | +31.7% | -30.2% | -0.7% |
| YTD | -8.3% | -29.6% | +21.3% | -7.7% |
| 1Y | -8.1% | -29.7% | +21.6% | -7.6% |
| All | +9.7% | -19.8% | +29.5% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling