+160.8%
MMM vs WEC
+57.1%
+103.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +5.9% | +3.2% | +2.7% | +4.9% |
| 30D | +14.7% | +14.7% | +0.1% | +10.3% |
| 3M | +3.6% | +10.2% | -6.7% | +0.6% |
| 6M | +32.7% | +4.5% | +28.3% | +30.8% |
| YTD | +18.9% | +15.1% | +3.8% | +13.7% |
| 1Y | +16.4% | +9.4% | +7.0% | +13.0% |
| All | +160.8% | +57.1% | +103.7% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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