+75.6%
MMM vs WCN
+322.1%
-246.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | +2.6% | -3.4% | -1.8% |
| 30D | +11.7% | +23.9% | -12.3% | +2.2% |
| 3M | +1.0% | +17.4% | -16.4% | -5.6% |
| 6M | +26.0% | +28.0% | -2.0% | +13.3% |
| YTD | +16.3% | +11.6% | +4.8% | +10.1% |
| 1Y | +9.6% | +16.9% | -7.2% | +1.5% |
| 3Y | +157.3% | +51.6% | +105.7% | +107.9% |
| 5Y | +42.5% | +48.0% | -5.5% | +14.6% |
| All | +75.6% | +322.1% | -246.5% | -12.0% |
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