+4,407.5%
MU vs WPM
+749.7%
+3,657.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | +12.8% | -3.6% | +16.4% | +13.7% |
| 30D | -14.9% | +1.4% | -16.3% | -15.4% |
| 3M | -18.0% | -0.2% | -17.9% | -18.5% |
| 6M | -3.1% | -7.3% | +4.2% | -2.3% |
| YTD | +172.9% | +12.3% | +160.6% | +165.1% |
| 1Y | +228.8% | +24.9% | +203.9% | +213.4% |
| 3Y | +950.8% | +210.4% | +740.5% | +758.5% |
| 5Y | +931.3% | +210.4% | +720.9% | +727.5% |
| All | +4,407.5% | +749.7% | +3,657.8% | +3,252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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