+1,319.3%
MU vs WCN
+30.9%
+1,288.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.7% |
| 7D | +7.2% | -0.4% | +7.6% | +7.1% |
| 30D | +14.0% | -2.1% | +16.1% | +13.9% |
| 3M | +5.4% | +6.4% | -1.0% | +4.4% |
| 6M | +170.3% | -3.7% | +174.0% | +172.4% |
| YTD | +250.7% | -6.4% | +257.0% | +255.5% |
| 1Y | +662.1% | -7.9% | +670.1% | +675.8% |
| 3Y | +1,341.2% | +20.8% | +1,320.4% | +1,183.1% |
| 5Y | +1,319.3% | +29.0% | +1,290.4% | +1,068.2% |
| All | +1,319.3% | +30.9% | +1,288.4% | +1,068.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling