-5.0%
MCD vs WST
+42.2%
-47.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | +7.1% | -3.1% | +10.2% | +7.4% |
| 30D | +19.8% | +9.1% | +10.7% | +19.0% |
| 3M | +0.8% | +14.7% | -13.9% | -0.3% |
| 6M | -1.3% | +28.0% | -29.3% | -3.4% |
| YTD | -7.8% | +45.6% | -53.4% | -11.0% |
| 1Y | -5.0% | +45.7% | -50.6% | -8.4% |
| All | -5.0% | +42.2% | -47.2% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling