+80.3%
MMM vs WST
+441.1%
-360.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | +6.2% | -3.1% | +9.3% | +6.8% |
| 30D | +14.2% | +9.1% | +5.1% | +12.3% |
| 3M | +2.9% | +14.7% | -11.8% | +0.2% |
| 6M | +27.6% | +28.0% | -0.4% | +21.5% |
| YTD | +17.3% | +45.6% | -28.4% | +8.4% |
| 1Y | +15.1% | +45.7% | -30.6% | +6.3% |
| 3Y | +157.1% | +21.1% | +136.0% | +133.3% |
| 5Y | +45.1% | +0.3% | +44.8% | +33.7% |
| All | +80.3% | +441.1% | -360.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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