+45.3%
MMM vs WAB
+203.5%
-158.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.3% |
| 7D | +6.2% | +1.4% | +4.8% | +5.5% |
| 30D | +14.2% | +0.4% | +13.8% | +13.8% |
| 3M | +2.9% | -3.8% | +6.7% | +4.6% |
| 6M | +27.6% | +5.1% | +22.5% | +23.6% |
| YTD | +17.3% | +33.3% | -16.0% | +0.8% |
| 1Y | +15.1% | +39.8% | -24.7% | -3.6% |
| 3Y | +157.1% | +161.1% | -3.9% | +57.8% |
| All | +45.3% | +203.5% | -158.2% | -18.0% |
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 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