+22.6%
MCD vs WING
-2.2%
+24.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.1% |
| 7D | -1.6% | -3.9% | +2.3% | -1.3% |
| 30D | +16.0% | +26.6% | -10.6% | +13.7% |
| 3M | 0.0% | +42.5% | -42.6% | -3.2% |
| 6M | +0.9% | +29.4% | -28.5% | -1.9% |
| YTD | -8.7% | -32.8% | +24.1% | -7.1% |
| 1Y | -8.6% | -33.5% | +24.9% | -7.0% |
| 3Y | +9.9% | -23.4% | +33.2% | +6.0% |
| 5Y | +22.6% | -0.4% | +23.1% | +11.1% |
| All | +22.6% | -2.2% | +24.8% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling