+950.8%
MU vs WAT
+82.3%
+868.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +12.8% | +0.6% | +12.2% | +12.5% |
| 30D | -14.9% | +5.4% | -20.3% | -16.5% |
| 3M | -18.0% | +11.3% | -29.3% | -21.9% |
| 6M | -3.1% | +37.4% | -40.5% | -16.2% |
| YTD | +172.9% | +21.2% | +151.7% | +146.7% |
| 1Y | +228.8% | +21.3% | +207.5% | +197.1% |
| 3Y | +950.8% | +83.4% | +867.5% | +785.8% |
| All | +950.8% | +82.3% | +868.5% | +785.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling