+1,993.2%
MU vs W
+210.4%
+1,782.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.6% | +5.4% |
| 7D | -22.0% | -3.6% | -18.4% | -21.4% |
| 30D | -36.6% | +7.0% | -43.5% | -37.6% |
| 3M | -21.7% | +7.4% | -29.1% | -23.3% |
| 6M | +3.5% | +69.3% | -65.8% | -9.4% |
| YTD | +141.9% | +11.3% | +130.7% | +129.7% |
| 1Y | +189.8% | +13.2% | +176.6% | +173.1% |
| 3Y | +855.4% | +142.0% | +713.4% | +616.1% |
| 5Y | +869.2% | -54.6% | +923.8% | +770.2% |
| 10Y | +4,142.8% | +243.7% | +3,899.1% | +2,222.7% |
| All | +1,993.2% | +210.4% | +1,782.8% | +1,096.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling