+47.4%
MMM vs WEC
+54.4%
-7.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +5.9% | +3.2% | +2.7% | +4.6% |
| 30D | +14.7% | +14.7% | +0.1% | +8.8% |
| 3M | +3.6% | +10.2% | -6.7% | -0.4% |
| 6M | +32.7% | +4.5% | +28.3% | +30.2% |
| YTD | +18.9% | +15.1% | +3.8% | +11.9% |
| 1Y | +16.4% | +9.4% | +7.0% | +11.8% |
| 3Y | +159.8% | +56.9% | +102.9% | +110.3% |
| All | +47.4% | +54.4% | -7.1% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling