+55.0%
MMM vs WST
+322.7%
-267.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -3.3% | +0.7% | -4.1% | -3.5% |
| 30D | -7.0% | -3.1% | -3.9% | -6.5% |
| 3M | +10.8% | +7.2% | +3.6% | +9.2% |
| 6M | +5.8% | +36.8% | -31.0% | -0.9% |
| YTD | +6.8% | +23.8% | -17.1% | +1.8% |
| 1Y | +10.4% | +37.8% | -27.4% | +2.9% |
| 3Y | +104.7% | -15.9% | +120.6% | +100.9% |
| 5Y | +23.6% | -25.8% | +49.4% | +21.3% |
| All | +55.0% | +322.7% | -267.6% | -6.2% |
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