+83,071.7%
MU vs WM
+28,817.6%
+54,254.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.6% | -8.6% | -7.4% |
| 7D | -19.1% | +5.9% | -25.0% | -20.5% |
| 30D | -25.2% | +15.4% | -40.6% | -28.4% |
| 3M | -10.9% | +6.3% | -17.2% | -12.9% |
| 6M | +38.0% | +5.6% | +32.4% | +33.2% |
| YTD | +178.8% | +9.9% | +168.9% | +164.9% |
| 1Y | +265.1% | +20.8% | +244.3% | +236.8% |
| 3Y | +1,006.2% | +48.5% | +957.7% | +850.0% |
| 5Y | +1,027.5% | +60.6% | +966.9% | +837.8% |
| 10Y | +4,789.9% | +349.8% | +4,440.1% | +2,959.3% |
| All | +83,071.7% | +28,817.6% | +54,254.1% | +35,900.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling