+10.5%
MDT vs WCC
+22.3%
-11.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.5% | +1.8% |
| 7D | +1.0% | +9.9% | -8.9% | +1.5% |
| 30D | +9.2% | -8.4% | +17.6% | +8.8% |
| 3M | +14.5% | -10.3% | +24.8% | +14.1% |
| 6M | +37.3% | -10.5% | +47.8% | +37.6% |
| YTD | +9.8% | +32.2% | -22.4% | +3.1% |
| 1Y | +10.5% | +25.5% | -15.0% | +4.6% |
| All | +10.5% | +22.3% | -11.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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