+142.4%
WFC vs MMM
+51.9%
+90.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +3.0% |
| 7D | +0.4% | -2.6% | +3.0% | +1.9% |
| 30D | +2.5% | -9.3% | +11.8% | +8.1% |
| 3M | +10.0% | +5.6% | +4.4% | +6.2% |
| 6M | +15.1% | +9.5% | +5.6% | +8.5% |
| YTD | -2.2% | +4.1% | -6.3% | -5.7% |
| 1Y | +13.5% | +9.4% | +4.1% | +5.5% |
| 3Y | +135.2% | +101.0% | +34.3% | +43.5% |
| 5Y | +128.3% | +26.1% | +102.2% | +90.8% |
| 10Y | +142.4% | +54.7% | +87.6% | +58.1% |
| All | +142.4% | +51.9% | +90.5% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling