+2,219.7%
MMM vs WWD
+14,812.3%
-12,592.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.7% |
| 7D | +5.8% | +4.2% | +1.6% | +4.6% |
| 30D | +17.9% | -0.8% | +18.7% | +17.9% |
| 3M | +3.6% | -8.2% | +11.8% | +5.4% |
| 6M | +32.9% | -9.8% | +42.7% | +35.3% |
| YTD | +19.5% | +10.4% | +9.1% | +15.2% |
| 1Y | +16.5% | +25.5% | -8.9% | +8.5% |
| 3Y | +167.2% | +155.8% | +11.4% | +106.7% |
| 5Y | +48.2% | +187.3% | -139.1% | +9.9% |
| 10Y | +83.0% | +462.7% | -379.7% | +10.8% |
| All | +2,219.7% | +14,812.3% | -12,592.7% | +762.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling