+10.5%
MCD vs WST
+19.1%
-8.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +7.1% | -3.1% | +10.2% | +7.3% |
| 30D | +19.8% | +9.1% | +10.7% | +19.2% |
| 3M | +0.8% | +14.7% | -13.9% | +0.1% |
| 6M | -1.3% | +28.0% | -29.3% | -2.6% |
| YTD | -7.8% | +45.6% | -53.4% | -9.7% |
| 1Y | -5.0% | +45.7% | -50.6% | -7.0% |
| 3Y | +10.5% | +21.1% | -10.5% | +5.5% |
| All | +10.5% | +19.1% | -8.5% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling