-3.2%
MCD vs WMB
+16.3%
-19.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | +0.4% |
| 7D | +7.3% | -6.9% | +14.2% | +6.5% |
| 30D | +20.0% | -7.2% | +27.1% | +19.1% |
| 3M | +3.8% | -5.4% | +9.2% | +3.1% |
| 6M | +3.8% | -4.9% | +8.6% | +2.8% |
| YTD | -5.9% | +14.7% | -20.6% | -7.8% |
| 1Y | -3.2% | +14.7% | -17.9% | -5.3% |
| All | -3.2% | +16.3% | -19.6% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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