+6,169.9%
MU vs WSM
+997.3%
+5,172.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +7.5% | +2.6% | +4.9% | +6.5% |
| 30D | +19.4% | -9.3% | +28.7% | +23.7% |
| 3M | +9.8% | +7.1% | +2.7% | +6.6% |
| 6M | +164.1% | +21.7% | +142.4% | +143.5% |
| YTD | +260.3% | +28.7% | +231.6% | +224.9% |
| 1Y | +661.2% | +13.9% | +647.3% | +617.3% |
| 3Y | +1,380.8% | +232.2% | +1,148.7% | +825.5% |
| 5Y | +1,346.4% | +176.4% | +1,170.0% | +822.6% |
| 10Y | +6,169.9% | +1,072.4% | +5,097.5% | +2,208.3% |
| All | +6,169.9% | +997.3% | +5,172.6% | +2,208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling