+54.7%
MMM vs WCN
+235.4%
-180.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -2.6% | -1.7% | -0.8% | -1.9% |
| 30D | -9.3% | -3.0% | -6.3% | -8.2% |
| 3M | +5.6% | +2.5% | +3.0% | +4.1% |
| 6M | +9.5% | -5.7% | +15.2% | +11.3% |
| YTD | +4.1% | -7.4% | +11.6% | +6.4% |
| 1Y | +9.4% | -8.6% | +18.0% | +12.2% |
| 3Y | +101.0% | +19.4% | +81.6% | +79.7% |
| 5Y | +26.1% | +27.2% | -1.1% | +7.4% |
| 10Y | +54.7% | +238.5% | -183.8% | -15.2% |
| All | +54.7% | +235.4% | -180.7% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling