+9,028.8%
MU vs WBD
+293.1%
+8,735.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +9.0% | -1.8% | +10.8% | +9.8% |
| 30D | +13.8% | +8.8% | +5.0% | +9.7% |
| 3M | +2.1% | +4.6% | -2.5% | 0.0% |
| 6M | +153.8% | +1.1% | +152.7% | +152.6% |
| YTD | +256.4% | -2.0% | +258.4% | +259.1% |
| 1Y | +719.8% | +140.0% | +579.7% | +447.2% |
| 3Y | +1,360.4% | +144.4% | +1,216.0% | +762.2% |
| 5Y | +1,312.4% | -0.2% | +1,312.6% | +1,036.3% |
| 10Y | +6,142.6% | +9.1% | +6,133.5% | +3,449.8% |
| All | +9,028.8% | +293.1% | +8,735.7% | +1,993.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling