+1,319.3%
MU vs WU
-51.1%
+1,370.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.8% |
| 7D | +7.2% | -0.8% | +8.0% | +7.4% |
| 30D | +14.0% | -1.1% | +15.1% | +14.3% |
| 3M | +5.4% | -1.8% | +7.2% | +3.6% |
| 6M | +170.3% | -23.9% | +194.2% | +191.0% |
| YTD | +250.7% | -20.4% | +271.1% | +268.9% |
| 1Y | +662.1% | -10.6% | +672.7% | +657.5% |
| 3Y | +1,341.2% | -27.7% | +1,368.9% | +1,423.5% |
| 5Y | +1,319.3% | -51.1% | +1,370.5% | +1,628.8% |
| All | +1,319.3% | -51.1% | +1,370.5% | +1,628.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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