+211.7%
MCD vs WST
+441.1%
-229.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | +7.1% | -3.1% | +10.2% | +7.6% |
| 30D | +19.8% | +9.1% | +10.7% | +18.4% |
| 3M | +0.8% | +14.7% | -13.9% | -1.0% |
| 6M | -1.3% | +28.0% | -29.3% | -4.7% |
| YTD | -7.8% | +45.6% | -53.4% | -12.7% |
| 1Y | -5.0% | +45.7% | -50.6% | -10.1% |
| 3Y | +10.5% | +21.1% | -10.5% | +3.1% |
| 5Y | +22.0% | +0.3% | +21.6% | +16.7% |
| All | +211.7% | +441.1% | -229.5% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling