+27.0%
MMM vs WAB
+231.1%
-204.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -1.6% | +1.7% | -3.3% | -2.4% |
| 30D | -8.0% | -2.4% | -5.6% | -7.0% |
| 3M | +9.4% | +9.7% | -0.3% | +4.1% |
| 6M | +10.2% | +16.5% | -6.3% | +1.4% |
| YTD | +6.1% | +33.7% | -27.6% | -8.8% |
| 1Y | +10.8% | +49.7% | -38.9% | -10.2% |
| 3Y | +104.8% | +170.9% | -66.2% | +23.8% |
| 5Y | +27.0% | +228.0% | -201.0% | -30.5% |
| All | +27.0% | +231.1% | -204.0% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling