+76.3%
MMM vs WST
+456.5%
-380.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | -0.4% | +4.2% | -4.6% | -1.2% |
| 30D | +12.1% | +11.2% | +0.9% | +9.9% |
| 3M | +1.4% | +20.4% | -19.0% | -2.1% |
| 6M | +26.6% | +37.9% | -11.3% | +18.9% |
| YTD | +16.8% | +51.8% | -35.0% | +7.1% |
| 1Y | +10.1% | +56.6% | -46.5% | +0.3% |
| 3Y | +158.4% | +24.2% | +134.2% | +133.6% |
| 5Y | +43.1% | +0.7% | +42.4% | +32.0% |
| All | +76.3% | +456.5% | -380.2% | +2.5% |
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