+1,371.2%
MU vs WDC
+1,301.2%
+70.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.9% | +0.2% | +1.5% |
| 7D | +9.0% | +1.7% | +7.2% | +7.5% |
| 30D | +13.8% | -10.0% | +23.8% | +21.4% |
| 3M | +2.1% | -18.8% | +20.8% | +16.2% |
| 6M | +153.8% | +79.0% | +74.8% | +58.5% |
| YTD | +256.4% | +171.6% | +84.8% | +53.7% |
| 1Y | +719.8% | +417.4% | +302.4% | +100.6% |
| All | +1,371.2% | +1,301.2% | +70.1% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling