-3.9%
MCD vs WU
-18.0%
+14.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.4% | +1.1% | +5.9% |
| 7D | +11.9% | +8.2% | +3.7% | +10.9% |
| 30D | +20.2% | +8.0% | +12.2% | +19.3% |
| 3M | +5.2% | -6.6% | +11.8% | +5.2% |
| 6M | 0.0% | -23.3% | +23.3% | +0.8% |
| YTD | -6.5% | -22.4% | +15.9% | -5.8% |
| 1Y | -3.9% | -18.0% | +14.0% | -3.7% |
| All | -3.9% | -18.0% | +14.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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