+1,315.7%
MU vs WAT
-3.2%
+1,318.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.6% |
| 7D | +9.0% | -1.3% | +10.3% | +9.6% |
| 30D | +13.8% | +2.3% | +11.5% | +12.3% |
| 3M | +2.1% | +8.7% | -6.7% | -1.9% |
| 6M | +153.8% | +28.3% | +125.5% | +123.7% |
| YTD | +256.4% | +7.8% | +248.6% | +238.7% |
| 1Y | +719.8% | +36.6% | +683.2% | +592.2% |
| 3Y | +1,360.4% | +45.7% | +1,314.7% | +1,065.0% |
| All | +1,315.7% | -3.2% | +1,318.9% | +1,108.6% |
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