+54.7%
MMM vs WWD
+479.8%
-425.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -9.3% | -5.1% | -4.2% | -7.8% |
| 3M | +5.6% | -11.2% | +16.8% | +9.2% |
| 6M | +9.5% | -12.0% | +21.5% | +13.1% |
| YTD | +4.1% | +12.0% | -7.8% | -1.1% |
| 1Y | +9.4% | +42.8% | -33.4% | -4.8% |
| 3Y | +101.0% | +168.9% | -68.0% | +39.1% |
| 5Y | +26.1% | +192.2% | -166.1% | -17.0% |
| 10Y | +54.7% | +495.3% | -440.5% | -20.0% |
| All | +54.7% | +479.8% | -425.1% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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