+1,341.2%
MU vs WSM
+239.4%
+1,101.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +7.2% | +2.6% | +4.6% | +6.0% |
| 30D | +14.0% | -9.5% | +23.5% | +18.9% |
| 3M | +5.4% | +12.9% | -7.5% | -0.8% |
| 6M | +170.3% | +23.0% | +147.2% | +144.1% |
| YTD | +250.7% | +28.9% | +221.8% | +209.5% |
| 1Y | +662.1% | +13.7% | +648.4% | +608.2% |
| 3Y | +1,341.2% | +232.6% | +1,108.6% | +937.9% |
| All | +1,341.2% | +239.4% | +1,101.8% | +937.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling