+5,979.9%
MCD vs WSM
+34,755.7%
-28,775.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | -2.8% | -3.3% | +0.4% | -2.5% |
| 30D | -6.0% | -8.4% | +2.4% | -5.2% |
| 3M | -5.6% | +9.7% | -15.2% | -6.6% |
| 6M | -21.9% | +16.7% | -38.5% | -23.3% |
| YTD | -14.7% | +28.7% | -43.4% | -17.3% |
| 1Y | -17.3% | +13.7% | -30.9% | -18.8% |
| 3Y | -2.2% | +230.1% | -232.2% | -16.8% |
| 5Y | +20.3% | +179.0% | -158.7% | +2.0% |
| 10Y | +180.7% | +1,002.5% | -821.8% | +96.5% |
| All | +5,979.9% | +34,755.7% | -28,775.8% | +2,661.5% |
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