+855.4%
MU vs WWD
+145.1%
+710.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +2.9% |
| 7D | -22.0% | +4.2% | -26.2% | -23.6% |
| 30D | -36.6% | -2.1% | -34.4% | -35.4% |
| 3M | -21.7% | -13.2% | -8.5% | -14.2% |
| 6M | +3.5% | -16.9% | +20.4% | +16.3% |
| YTD | +141.9% | +5.2% | +136.7% | +130.2% |
| 1Y | +189.8% | +20.6% | +169.3% | +148.8% |
| 3Y | +855.4% | +146.3% | +709.0% | +487.9% |
| All | +855.4% | +145.1% | +710.3% | +487.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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