+20.8%
MCD vs WWD
+187.3%
-166.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.6% | +4.0% | -5.6% | -2.0% |
| 30D | +14.1% | +0.4% | +13.7% | +13.9% |
| 3M | +0.6% | -7.9% | +8.5% | +1.2% |
| 6M | 0.0% | -10.6% | +10.7% | +0.7% |
| YTD | -9.3% | +9.4% | -18.7% | -11.1% |
| 1Y | -9.3% | +25.7% | -35.0% | -12.8% |
| 3Y | +8.6% | +148.5% | -139.9% | -8.0% |
| All | +20.8% | +187.3% | -166.5% | -1.9% |
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