+3,971.9%
MU vs WAT
+227.3%
+3,744.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.5% |
| 7D | -22.0% | -1.1% | -20.9% | -21.2% |
| 30D | -36.6% | +5.0% | -41.5% | -38.0% |
| 3M | -21.7% | +14.5% | -36.2% | -27.5% |
| 6M | +3.5% | +30.9% | -27.4% | -11.4% |
| YTD | +141.9% | +20.5% | +121.5% | +113.8% |
| 1Y | +189.8% | +23.3% | +166.6% | +152.6% |
| 3Y | +855.4% | +81.5% | +773.9% | +525.0% |
| 5Y | +869.2% | +33.4% | +835.8% | +645.5% |
| All | +3,971.9% | +227.3% | +3,744.6% | +1,787.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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