+893.2%
MMM vs WCC
+1,412.6%
-519.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.8% |
| 7D | +6.2% | -14.7% | +20.9% | +9.1% |
| 30D | +14.2% | -20.1% | +34.3% | +18.6% |
| 3M | +2.9% | -21.2% | +24.1% | +6.9% |
| 6M | +27.6% | -19.2% | +46.7% | +31.1% |
| YTD | +17.3% | +20.2% | -2.9% | +10.8% |
| 1Y | +15.1% | +14.5% | +0.6% | +9.7% |
| 3Y | +157.1% | +115.1% | +42.0% | +110.4% |
| 5Y | +45.1% | +121.5% | -76.4% | +14.8% |
| 10Y | +83.9% | +468.1% | -384.3% | +13.4% |
| All | +893.2% | +1,412.6% | -519.4% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling