+17,845.4%
WDC vs MCD
+6,068.3%
+11,777.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +6.5% |
| 7D | +1.7% | -2.8% | +4.6% | +2.9% |
| 30D | -10.0% | -6.0% | -3.9% | -7.9% |
| 3M | -18.8% | -5.6% | -13.2% | -18.1% |
| 6M | +79.0% | -21.9% | +100.9% | +94.8% |
| YTD | +171.6% | -14.7% | +186.3% | +184.6% |
| 1Y | +417.4% | -17.3% | +434.6% | +445.4% |
| 3Y | +1,251.8% | -2.2% | +1,253.9% | +1,198.8% |
| 5Y | +911.7% | +20.3% | +891.4% | +784.2% |
| 10Y | +1,399.6% | +180.7% | +1,218.9% | +837.6% |
| All | +17,845.4% | +6,068.3% | +11,777.0% | +3,049.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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