+178.1%
MCD vs WWD
+485.4%
-307.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | -6.0% | -7.2% | +1.1% | -4.7% |
| 3M | -5.6% | -3.8% | -1.7% | -5.3% |
| 6M | -21.9% | -9.9% | -11.9% | -20.9% |
| YTD | -14.7% | +14.8% | -29.5% | -18.6% |
| 1Y | -17.3% | +42.1% | -59.3% | -25.2% |
| 3Y | -2.2% | +170.8% | -173.0% | -26.8% |
| 5Y | +20.3% | +197.5% | -177.2% | -14.2% |
| All | +178.1% | +485.4% | -307.3% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling