+1,972.8%
MMM vs WWD
+15,408.5%
-13,435.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -3.3% | +1.3% | -4.6% | -3.6% |
| 30D | -7.0% | -7.2% | +0.1% | -5.4% |
| 3M | +10.8% | -3.8% | +14.7% | +11.5% |
| 6M | +5.8% | -9.9% | +15.7% | +7.9% |
| YTD | +6.8% | +14.8% | -8.1% | +2.3% |
| 1Y | +10.4% | +42.1% | -31.7% | -0.1% |
| 3Y | +104.7% | +170.8% | -66.1% | +56.6% |
| 5Y | +23.6% | +197.5% | -174.0% | -8.9% |
| 10Y | +54.1% | +477.8% | -423.7% | -7.1% |
| All | +1,972.8% | +15,408.5% | -13,435.7% | +665.7% |
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