+45.3%
MMM vs WWD
+170.1%
-124.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -2.4% |
| 7D | +6.2% | +4.2% | +2.0% | +4.7% |
| 30D | +14.2% | -2.1% | +16.3% | +14.5% |
| 3M | +2.9% | -13.2% | +16.1% | +7.0% |
| 6M | +27.6% | -16.9% | +44.4% | +33.9% |
| YTD | +17.3% | +5.2% | +12.0% | +13.2% |
| 1Y | +15.1% | +20.6% | -5.5% | +5.6% |
| 3Y | +157.1% | +146.3% | +10.8% | +80.9% |
| All | +45.3% | +170.1% | -124.8% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling