+805.7%
MMM vs WCN
+6,839.3%
-6,033.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | -7.0% | +0.4% | -7.5% | -7.1% |
| 3M | +10.8% | +7.3% | +3.5% | +9.0% |
| 6M | +5.8% | -2.5% | +8.3% | +6.0% |
| YTD | +6.8% | -5.4% | +12.1% | +7.5% |
| 1Y | +10.4% | -8.5% | +18.8% | +11.8% |
| 3Y | +104.7% | +20.8% | +83.9% | +94.7% |
| 5Y | +23.6% | +30.0% | -6.5% | +15.2% |
| 10Y | +54.1% | +238.4% | -184.3% | +19.0% |
| All | +805.7% | +6,839.3% | -6,033.6% | +385.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling