+10.5%
MCD vs WSM
+245.0%
-234.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.5% |
| 7D | +7.1% | +0.5% | +6.6% | +7.1% |
| 30D | +19.8% | +6.0% | +13.8% | +19.6% |
| 3M | +0.8% | +3.2% | -2.4% | +0.7% |
| 6M | -1.3% | +37.1% | -38.4% | -2.0% |
| YTD | -7.8% | +44.2% | -51.9% | -8.6% |
| 1Y | -5.0% | +34.2% | -39.2% | -5.7% |
| 3Y | +10.5% | +249.3% | -238.7% | +3.8% |
| All | +10.5% | +245.0% | -234.5% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling