+6,609.6%
MCD vs WSM
+40,107.9%
-33,498.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +3.1% | +4.2% | +6.9% |
| 30D | +20.0% | +8.5% | +11.5% | +18.9% |
| 3M | +3.8% | +4.6% | -0.8% | +3.3% |
| 6M | +3.8% | +44.5% | -40.8% | -0.4% |
| YTD | -5.9% | +48.4% | -54.3% | -10.1% |
| 1Y | -3.2% | +36.2% | -39.4% | -6.8% |
| 3Y | +13.3% | +268.8% | -255.5% | -4.6% |
| 5Y | +25.2% | +185.2% | -160.0% | +6.2% |
| 10Y | +213.3% | +1,175.8% | -962.5% | +116.1% |
| All | +6,609.6% | +40,107.9% | -33,498.3% | +2,901.7% |
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