+528.7%
WDC vs MMM
+44.4%
+484.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -28.0% | +6.2% | -34.2% | -30.4% |
| 30D | -34.9% | +14.2% | -49.1% | -39.7% |
| 3M | -41.6% | +2.9% | -44.5% | -42.8% |
| 6M | -45.4% | +27.6% | -72.9% | -52.7% |
| YTD | +53.3% | +17.3% | +36.0% | +38.3% |
| 1Y | +61.5% | +15.1% | +46.4% | +47.2% |
| 3Y | +712.3% | +157.1% | +555.2% | +349.0% |
| All | +528.7% | +44.4% | +484.3% | +453.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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