+1,551.2%
MMM vs WAB
+4,092.2%
-2,541.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.3% | -3.2% | -0.1% | -2.5% |
| 30D | -7.0% | -4.4% | -2.6% | -6.0% |
| 3M | +10.8% | +7.9% | +3.0% | +8.5% |
| 6M | +5.8% | +8.7% | -2.9% | +3.2% |
| YTD | +6.8% | +33.0% | -26.2% | -0.9% |
| 1Y | +10.4% | +46.7% | -36.3% | -0.1% |
| 3Y | +104.7% | +153.0% | -48.3% | +61.7% |
| 5Y | +23.6% | +222.3% | -198.7% | -8.3% |
| 10Y | +54.1% | +291.0% | -236.9% | +4.9% |
| All | +1,551.2% | +4,092.2% | -2,541.1% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling