+157.1%
MMM vs WCC
+110.7%
+46.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.9% |
| 7D | +6.2% | -14.7% | +20.9% | +9.5% |
| 30D | +14.2% | -20.1% | +34.3% | +19.4% |
| 3M | +2.9% | -21.2% | +24.1% | +7.6% |
| 6M | +27.6% | -19.2% | +46.7% | +31.7% |
| YTD | +17.3% | +20.2% | -2.9% | +7.4% |
| 1Y | +15.1% | +14.5% | +0.6% | +6.6% |
| 3Y | +157.1% | +115.1% | +42.0% | +91.2% |
| All | +157.1% | +110.7% | +46.4% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling