+4,524.1%
MU vs WCC
+440.3%
+4,083.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +21.6% | +14.2% | +7.4% | +14.0% |
| 30D | -16.2% | -9.8% | -6.4% | -11.3% |
| 3M | -12.4% | -10.1% | -2.2% | -7.3% |
| 6M | +4.2% | -9.4% | +13.6% | +11.7% |
| YTD | +180.0% | +34.4% | +145.6% | +149.2% |
| 1Y | +226.4% | +23.3% | +203.1% | +202.5% |
| 3Y | +969.7% | +137.9% | +831.8% | +620.4% |
| 5Y | +957.9% | +144.0% | +814.0% | +565.2% |
| All | +4,524.1% | +440.3% | +4,083.8% | +1,746.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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