+1,263.7%
MU vs WTW
+42.3%
+1,221.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -4.9% |
| 7D | +2.0% | -7.8% | +9.8% | +2.4% |
| 30D | +12.5% | -7.9% | +20.4% | +13.0% |
| 3M | +9.6% | +19.9% | -10.3% | +7.9% |
| 6M | +142.6% | +9.8% | +132.8% | +142.5% |
| YTD | +242.7% | -3.3% | +246.0% | +252.8% |
| 1Y | +599.3% | -3.3% | +602.6% | +616.6% |
| 3Y | +1,308.3% | +61.5% | +1,246.7% | +986.7% |
| 5Y | +1,263.7% | +42.6% | +1,221.1% | +957.6% |
| All | +1,263.7% | +42.3% | +1,221.4% | +957.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling