+6,475.2%
MCD vs WSM
+38,956.5%
-32,481.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.4% |
| 7D | +7.1% | +0.5% | +6.6% | +7.1% |
| 30D | +19.8% | +6.0% | +13.8% | +19.0% |
| 3M | +0.8% | +3.2% | -2.4% | +0.4% |
| 6M | -1.3% | +37.1% | -38.4% | -4.8% |
| YTD | -7.8% | +44.2% | -51.9% | -11.7% |
| 1Y | -5.0% | +34.2% | -39.2% | -8.3% |
| 3Y | +10.5% | +249.3% | -238.7% | -6.4% |
| 5Y | +22.0% | +169.3% | -147.3% | +4.0% |
| 10Y | +216.7% | +1,241.2% | -1,024.5% | +117.3% |
| All | +6,475.2% | +38,956.5% | -32,481.2% | +2,850.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling