+9.4%
MMM vs WAB
+47.7%
-38.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -9.3% | -4.6% | -4.7% | -7.7% |
| 3M | +5.6% | +5.6% | -0.1% | +3.1% |
| 6M | +9.5% | +13.8% | -4.3% | +2.7% |
| YTD | +4.1% | +31.9% | -27.7% | -7.2% |
| 1Y | +9.4% | +48.3% | -38.9% | -5.0% |
| All | +9.4% | +47.7% | -38.3% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling