+83.0%
MMM vs WAB
+305.5%
-222.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.3% | -0.2% |
| 7D | +5.8% | +4.0% | +1.8% | +4.1% |
| 30D | +17.9% | +4.5% | +13.5% | +15.7% |
| 3M | +3.6% | +2.3% | +1.3% | +2.5% |
| 6M | +32.9% | +12.5% | +20.4% | +26.0% |
| YTD | +19.5% | +40.2% | -20.7% | +3.6% |
| 1Y | +16.5% | +45.2% | -28.7% | -0.5% |
| 3Y | +167.2% | +171.8% | -4.7% | +77.8% |
| 5Y | +48.2% | +217.6% | -169.4% | -8.0% |
| 10Y | +83.0% | +285.3% | -202.3% | -3.0% |
| All | +83.0% | +305.5% | -222.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling