+847.8%
MU vs WAT
+32.4%
+815.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.6% |
| 7D | -22.0% | -1.1% | -20.9% | -21.3% |
| 30D | -36.6% | +5.0% | -41.5% | -37.8% |
| 3M | -21.7% | +14.5% | -36.2% | -26.6% |
| 6M | +3.5% | +30.9% | -27.4% | -9.2% |
| YTD | +141.9% | +20.5% | +121.5% | +118.2% |
| 1Y | +189.8% | +23.3% | +166.6% | +158.5% |
| 3Y | +855.4% | +81.5% | +773.9% | +582.3% |
| All | +847.8% | +32.4% | +815.5% | +695.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling