+78.1%
MMM vs WAB
+269.8%
-191.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -0.8% | +7.9% | -8.7% | -3.8% |
| 30D | +14.4% | +4.9% | +9.5% | +12.1% |
| 3M | +1.8% | +1.8% | 0.0% | +0.9% |
| 6M | +31.3% | +12.0% | +19.3% | +24.7% |
| YTD | +18.0% | +41.3% | -23.3% | +2.0% |
| 1Y | +10.9% | +43.8% | -33.0% | -5.0% |
| 3Y | +160.6% | +171.1% | -10.5% | +73.5% |
| 5Y | +44.5% | +217.7% | -173.2% | -10.4% |
| All | +78.1% | +269.8% | -191.7% | -5.6% |
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