+2.6%
MU vs WM
+7.2%
-4.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +1.2% | -18.6% | -14.7% |
| 7D | -29.7% | +4.5% | -34.2% | -21.4% |
| 30D | -37.2% | +16.1% | -53.3% | -7.0% |
| 3M | -26.5% | +8.0% | -34.5% | -10.9% |
| 6M | +2.6% | +8.4% | -5.9% | +43.6% |
| All | +2.6% | +7.2% | -4.6% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 6mo: compounded portfolio wealth divided by compounded WM 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…
6mo analysis · Full analysis span regression · 6 months rolling