+804.2%
MMM vs WCC
+1,713.7%
-909.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.7% | -0.6% |
| 7D | -3.3% | +4.5% | -7.8% | -4.2% |
| 30D | -7.0% | -5.8% | -1.2% | -6.1% |
| 3M | +10.8% | -3.7% | +14.5% | +11.0% |
| 6M | +5.8% | +23.1% | -17.3% | +0.4% |
| YTD | +6.8% | +44.2% | -37.4% | -2.0% |
| 1Y | +10.4% | +62.1% | -51.7% | -1.4% |
| 3Y | +104.7% | +121.1% | -16.4% | +67.4% |
| 5Y | +23.6% | +214.0% | -190.4% | -8.1% |
| 10Y | +54.1% | +472.8% | -418.7% | -4.9% |
| All | +804.2% | +1,713.7% | -909.5% | +295.4% |
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