-16.8%
MCD vs WSM
+14.1%
-30.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | +2.6% | -5.5% | -3.0% |
| 30D | -6.7% | -9.3% | +2.6% | -6.1% |
| 3M | -9.6% | +7.1% | -16.6% | -10.2% |
| 6M | -22.3% | +21.7% | -44.0% | -23.8% |
| YTD | -15.4% | +28.7% | -44.2% | -18.3% |
| 1Y | -16.8% | +13.9% | -30.7% | -19.0% |
| All | -16.8% | +14.1% | -30.9% | -19.0% |
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