+167.2%
MMM vs WCN
+47.6%
+119.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +5.8% | +1.2% | +4.6% | +5.5% |
| 30D | +17.9% | +24.6% | -6.7% | +12.8% |
| 3M | +3.6% | +14.2% | -10.6% | +0.8% |
| 6M | +32.9% | +25.7% | +7.2% | +26.5% |
| YTD | +19.5% | +9.3% | +10.2% | +17.4% |
| 1Y | +16.5% | +15.3% | +1.2% | +12.5% |
| 3Y | +167.2% | +48.6% | +118.6% | +150.0% |
| All | +167.2% | +47.6% | +119.6% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling