+5,975.2%
MU vs W
+146.8%
+5,828.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.6% | +5.5% |
| 7D | +9.0% | -4.2% | +13.1% | +10.0% |
| 30D | +13.8% | -7.6% | +21.4% | +15.7% |
| 3M | +2.1% | +37.2% | -35.1% | -6.6% |
| 6M | +153.8% | +26.3% | +127.5% | +135.0% |
| YTD | +256.4% | -1.0% | +257.4% | +247.4% |
| 1Y | +719.8% | +20.1% | +699.7% | +654.6% |
| 3Y | +1,360.4% | +37.8% | +1,322.6% | +1,097.8% |
| 5Y | +1,312.4% | -63.7% | +1,376.1% | +1,232.9% |
| All | +5,975.2% | +146.8% | +5,828.4% | +3,125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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