+183.9%
MCD vs WSM
+998.8%
-814.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -2.0% | +2.6% | -4.6% | -2.4% |
| 30D | -6.1% | -9.5% | +3.4% | -4.9% |
| 3M | -7.3% | +12.9% | -20.1% | -8.9% |
| 6M | -20.9% | +23.0% | -44.0% | -23.3% |
| YTD | -14.7% | +28.9% | -43.6% | -18.0% |
| 1Y | -16.1% | +13.7% | -29.8% | -18.1% |
| 3Y | -1.5% | +232.6% | -234.1% | -21.9% |
| 5Y | +20.4% | +185.9% | -165.4% | -5.0% |
| All | +183.9% | +998.8% | -814.9% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling