+8,268.6%
WFC vs MMM
+3,218.9%
+5,049.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.9% | +7.0% | -6.1% | -3.4% |
| 30D | +3.3% | +18.4% | -15.1% | -7.2% |
| 3M | -1.4% | +4.5% | -5.9% | -4.7% |
| 6M | +14.7% | +33.4% | -18.7% | -4.9% |
| YTD | -5.9% | +20.0% | -25.9% | -17.5% |
| 1Y | +1.8% | +15.0% | -13.2% | -8.5% |
| 3Y | +124.9% | +165.0% | -40.1% | +13.3% |
| 5Y | +92.7% | +47.9% | +44.8% | +38.1% |
| 10Y | +118.2% | +79.6% | +38.6% | +34.9% |
| All | +8,268.6% | +3,218.9% | +5,049.8% | +987.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling