+1,403.4%
MMM vs WAT
+10,816.8%
-9,413.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -3.3% | -1.3% | -2.0% | -3.1% |
| 30D | -7.0% | +2.3% | -9.4% | -7.5% |
| 3M | +10.8% | +8.7% | +2.1% | +8.8% |
| 6M | +5.8% | +28.3% | -22.5% | -0.2% |
| YTD | +6.8% | +7.8% | -1.0% | +4.2% |
| 1Y | +10.4% | +36.6% | -26.2% | +2.3% |
| 3Y | +104.7% | +45.7% | +59.0% | +84.3% |
| 5Y | +23.6% | -3.3% | +26.9% | +19.5% |
| 10Y | +54.1% | +162.1% | -108.0% | +22.0% |
| All | +1,403.4% | +10,816.8% | -9,413.4% | +721.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling