+950.8%
MU vs WCC
+134.5%
+816.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -1.4% |
| 7D | +12.8% | +9.9% | +2.9% | +5.8% |
| 30D | -14.9% | -8.4% | -6.4% | -9.2% |
| 3M | -18.0% | -10.3% | -7.7% | -11.7% |
| 6M | -3.1% | -10.5% | +7.4% | +6.3% |
| YTD | +172.9% | +32.2% | +140.7% | +135.5% |
| 1Y | +228.8% | +25.5% | +203.3% | +192.9% |
| 3Y | +950.8% | +134.7% | +816.2% | +507.2% |
| All | +950.8% | +134.5% | +816.4% | +507.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling