+6,511.4%
MCD vs WST
+14,250.0%
-7,738.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.1% |
| 7D | +8.0% | -5.8% | +13.8% | +9.0% |
| 30D | +19.6% | +5.3% | +14.3% | +18.6% |
| 3M | +2.2% | +11.8% | -9.6% | +0.3% |
| 6M | -1.1% | +26.7% | -27.8% | -5.0% |
| YTD | -7.2% | +43.0% | -50.2% | -13.0% |
| 1Y | -6.7% | +38.9% | -45.6% | -12.1% |
| 3Y | +11.6% | +18.2% | -6.6% | +3.3% |
| 5Y | +22.6% | -1.5% | +24.2% | +14.9% |
| 10Y | +218.4% | +439.0% | -220.6% | +112.7% |
| All | +6,511.4% | +14,250.0% | -7,738.7% | +2,685.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling