+1,551.3%
MMM vs WAT
+12,102.7%
-10,551.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | +6.2% | -1.1% | +7.3% | +6.4% |
| 30D | +14.2% | +5.0% | +9.2% | +13.0% |
| 3M | +2.9% | +14.5% | -11.6% | -0.1% |
| 6M | +27.6% | +30.9% | -3.4% | +20.2% |
| YTD | +17.3% | +20.5% | -3.2% | +11.7% |
| 1Y | +15.1% | +23.3% | -8.2% | +9.1% |
| 3Y | +157.1% | +81.5% | +75.6% | +121.5% |
| 5Y | +45.1% | +33.4% | +11.7% | +31.7% |
| 10Y | +83.9% | +231.5% | -147.6% | +39.3% |
| All | +1,551.3% | +12,102.7% | -10,551.3% | +781.3% |
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