-3.9%
MCD vs WTW
+8.6%
-12.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.6% | +6.0% |
| 7D | +11.9% | +4.9% | +7.0% | +10.9% |
| 30D | +20.2% | +17.1% | +3.1% | +17.1% |
| 3M | +5.2% | -0.3% | +5.5% | +4.8% |
| 6M | 0.0% | +30.7% | -30.6% | -3.6% |
| YTD | -6.5% | +3.7% | -10.2% | -8.5% |
| 1Y | -3.9% | +5.9% | -9.8% | -5.8% |
| All | -3.9% | +8.6% | -12.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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