+5,731.6%
MU vs WBD
+15.0%
+5,716.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | -4.1% | -0.7% | -3.3% | -3.9% |
| 30D | +7.0% | +1.4% | +5.6% | +6.5% |
| 3M | -2.1% | +4.4% | -6.4% | -3.5% |
| 6M | +133.1% | +0.8% | +132.2% | +132.5% |
| YTD | +241.9% | -2.7% | +244.6% | +244.3% |
| 1Y | +548.8% | +73.4% | +475.3% | +453.3% |
| 3Y | +1,308.2% | +142.1% | +1,166.1% | +927.1% |
| 5Y | +1,260.7% | +7.2% | +1,253.5% | +1,076.1% |
| All | +5,731.6% | +15.0% | +5,716.7% | +4,326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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