+1,371.2%
MU vs WCC
+131.2%
+1,240.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.9% | +2.2% | +3.5% |
| 7D | +9.0% | +4.5% | +4.5% | +6.0% |
| 30D | +13.8% | -5.8% | +19.6% | +18.3% |
| 3M | +2.1% | -3.7% | +5.7% | +6.2% |
| 6M | +153.8% | +23.1% | +130.7% | +127.8% |
| YTD | +256.4% | +44.2% | +212.2% | +191.8% |
| 1Y | +719.8% | +62.1% | +657.7% | +528.0% |
| All | +1,371.2% | +131.2% | +1,240.1% | +790.7% |
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