+4,524.1%
MU vs WDC
+692.9%
+3,831.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | +21.6% | +16.3% | +5.4% | +8.9% |
| 30D | -16.2% | -18.3% | +2.0% | -3.0% |
| 3M | -12.4% | -31.4% | +19.1% | +13.5% |
| 6M | +4.2% | -36.3% | +40.5% | +40.8% |
| YTD | +180.0% | +80.8% | +99.1% | +70.8% |
| 1Y | +226.4% | +87.7% | +138.7% | +93.4% |
| 3Y | +969.7% | +819.4% | +150.3% | +95.3% |
| 5Y | +957.9% | +583.2% | +374.7% | +129.4% |
| All | +4,524.1% | +692.9% | +3,831.2% | +712.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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