-3.5%
MCD vs WPM
+40.9%
-44.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | +1.5% |
| 7D | +5.9% | +20.8% | -14.9% | +5.1% |
| 30D | +19.6% | +3.8% | +15.8% | +18.9% |
| 3M | +3.3% | +7.4% | -4.1% | +2.7% |
| 6M | +3.5% | +4.0% | -0.5% | +3.0% |
| YTD | -6.1% | +23.0% | -29.1% | -6.2% |
| All | -3.5% | +40.9% | -44.4% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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