+211.3%
MCD vs WST
+466.7%
-255.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.3% |
| 7D | +5.9% | +1.3% | +4.7% | +5.8% |
| 30D | +19.6% | +12.9% | +6.8% | +17.8% |
| 3M | +3.3% | +16.7% | -13.4% | +1.1% |
| 6M | +3.5% | +26.8% | -23.3% | +0.1% |
| YTD | -6.1% | +50.5% | -56.6% | -11.6% |
| 1Y | -3.7% | +52.9% | -56.5% | -9.5% |
| 3Y | +13.4% | +23.9% | -10.5% | +5.5% |
| 5Y | +25.2% | +1.0% | +24.1% | +20.1% |
| 10Y | +211.3% | +451.4% | -240.1% | +97.1% |
| All | +211.3% | +466.7% | -255.5% | +97.1% |
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