-3.9%
MCD vs WSM
+44.0%
-47.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.5% | +0.1% | +5.5% |
| 7D | +11.9% | +8.0% | +3.9% | +10.6% |
| 30D | +20.2% | +13.5% | +6.8% | +18.3% |
| 3M | +5.2% | +8.8% | -3.7% | +3.7% |
| 6M | 0.0% | +54.7% | -54.7% | -4.5% |
| YTD | -6.5% | +53.3% | -59.8% | -12.3% |
| 1Y | -3.9% | +41.1% | -45.1% | -7.7% |
| All | -3.9% | +44.0% | -47.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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