+1,713.7%
MMM vs WAB
+4,103.0%
-2,389.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.9% |
| 7D | +6.2% | +1.4% | +4.8% | +5.8% |
| 30D | +14.2% | +0.4% | +13.8% | +14.0% |
| 3M | +2.9% | -3.8% | +6.7% | +3.8% |
| 6M | +27.6% | +5.1% | +22.5% | +25.6% |
| YTD | +17.3% | +33.3% | -16.0% | +8.7% |
| 1Y | +15.1% | +39.8% | -24.7% | +5.4% |
| 3Y | +157.1% | +161.1% | -3.9% | +101.6% |
| 5Y | +45.1% | +209.5% | -164.3% | +8.7% |
| 10Y | +83.9% | +293.8% | -210.0% | +25.0% |
| All | +1,713.7% | +4,103.0% | -2,389.4% | +675.2% |
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