+25.2%
MCD vs WST
+1.6%
+23.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +1.4% | +5.9% | +7.2% |
| 30D | +20.0% | +12.7% | +7.2% | +18.9% |
| 3M | +3.8% | +17.2% | -13.3% | +2.6% |
| 6M | +3.8% | +26.7% | -22.9% | +1.9% |
| YTD | -5.9% | +50.3% | -56.2% | -8.9% |
| 1Y | -3.2% | +50.2% | -53.5% | -6.3% |
| 3Y | +13.3% | +21.7% | -8.4% | +8.9% |
| 5Y | +25.2% | +2.0% | +23.2% | +25.5% |
| All | +25.2% | +1.6% | +23.6% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling