+334.3%
MDT vs WCC
+1,713.7%
-1,379.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | +0.6% |
| 7D | +3.2% | +4.5% | -1.2% | +2.6% |
| 30D | +9.5% | -5.8% | +15.3% | +10.3% |
| 3M | +16.0% | -3.7% | +19.6% | +15.9% |
| 6M | +0.2% | +23.1% | -22.9% | -3.8% |
| YTD | -0.3% | +44.2% | -44.4% | -6.6% |
| 1Y | +4.7% | +62.1% | -57.4% | -4.0% |
| 3Y | +26.5% | +121.1% | -94.6% | +7.5% |
| 5Y | -18.2% | +214.0% | -232.1% | -35.8% |
| 10Y | +40.0% | +472.8% | -432.8% | -6.3% |
| All | +334.3% | +1,713.7% | -1,379.4% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling