+106,206.6%
MU vs WSM
+34,755.7%
+71,450.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.0% | +5.5% |
| 7D | +9.0% | -3.3% | +12.2% | +10.1% |
| 30D | +13.8% | -8.4% | +22.2% | +16.7% |
| 3M | +2.1% | +9.7% | -7.6% | -1.0% |
| 6M | +153.8% | +16.7% | +137.1% | +141.5% |
| YTD | +256.4% | +28.7% | +227.7% | +229.0% |
| 1Y | +719.8% | +13.7% | +706.1% | +684.3% |
| 3Y | +1,360.4% | +230.1% | +1,130.3% | +897.4% |
| 5Y | +1,312.4% | +179.0% | +1,133.5% | +884.6% |
| 10Y | +6,142.6% | +1,002.5% | +5,140.0% | +2,595.8% |
| All | +106,206.6% | +34,755.7% | +71,450.9% | +16,098.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling