+5,778.3%
MU vs WCC
+509.2%
+5,269.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.8% |
| 7D | +7.2% | +8.5% | -1.3% | +3.0% |
| 30D | +14.0% | -1.0% | +15.0% | +14.5% |
| 3M | +5.4% | +2.1% | +3.3% | +5.9% |
| 6M | +170.3% | +36.8% | +133.5% | +136.7% |
| YTD | +250.7% | +47.7% | +202.9% | +197.1% |
| 1Y | +662.1% | +66.5% | +595.6% | +511.9% |
| 3Y | +1,341.2% | +134.2% | +1,207.1% | +865.3% |
| 5Y | +1,319.3% | +231.6% | +1,087.7% | +681.4% |
| 10Y | +5,778.3% | +508.1% | +5,270.2% | +2,073.4% |
| All | +5,778.3% | +509.2% | +5,269.1% | +2,073.4% |
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