+23.4%
MCD vs WWD
+161.2%
-137.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.2% |
| 7D | +8.0% | -2.6% | +10.6% | +8.2% |
| 30D | +19.6% | -7.7% | +27.3% | +20.4% |
| 3M | +2.2% | -17.7% | +19.9% | +3.9% |
| 6M | -1.1% | -15.9% | +14.8% | 0.0% |
| YTD | -7.2% | +1.8% | -9.0% | -8.5% |
| 1Y | -6.7% | +17.4% | -24.1% | -9.7% |
| 3Y | +11.6% | +137.1% | -125.5% | -5.4% |
| All | +23.4% | +161.2% | -137.8% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling