+54.7%
MMM vs WAT
+157.7%
-103.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | -3.3% | -1.3% | -2.0% | -2.9% |
| 30D | -7.0% | +2.3% | -9.4% | -7.8% |
| 3M | +10.8% | +8.7% | +2.1% | +7.4% |
| 6M | +5.8% | +28.3% | -22.5% | -4.3% |
| YTD | +6.8% | +7.8% | -1.0% | +2.3% |
| 1Y | +10.4% | +36.6% | -26.2% | -3.5% |
| 3Y | +104.7% | +45.7% | +59.0% | +67.2% |
| 5Y | +23.6% | -3.3% | +26.9% | +16.9% |
| All | +54.7% | +157.7% | -103.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling