+265.1%
MU vs WSM
+44.0%
+221.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.5% | -13.5% | -9.5% |
| 7D | -19.1% | +8.0% | -27.1% | -22.0% |
| 30D | -25.2% | +13.5% | -38.7% | -30.0% |
| 3M | -10.9% | +8.8% | -19.7% | -15.1% |
| 6M | +38.0% | +54.7% | -16.7% | +6.6% |
| YTD | +178.8% | +53.3% | +125.5% | +103.0% |
| 1Y | +265.1% | +41.1% | +224.0% | +178.4% |
| All | +265.1% | +44.0% | +221.2% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling