+4,524.1%
MU vs WSM
+1,113.6%
+3,410.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | +0.1% |
| 7D | +21.6% | -3.2% | +24.8% | +23.1% |
| 30D | -16.2% | +4.6% | -20.9% | -18.0% |
| 3M | -12.4% | +2.4% | -14.8% | -13.7% |
| 6M | +4.2% | +43.7% | -39.5% | -10.0% |
| YTD | +180.0% | +42.1% | +137.9% | +141.9% |
| 1Y | +226.4% | +32.3% | +194.1% | +189.9% |
| 3Y | +969.7% | +253.0% | +716.7% | +551.5% |
| 5Y | +957.9% | +161.3% | +796.7% | +581.4% |
| All | +4,524.1% | +1,113.6% | +3,410.5% | +1,492.8% |
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