+1,315.7%
MU vs WWD
+198.3%
+1,117.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.5% |
| 7D | +9.0% | +1.3% | +7.7% | +8.2% |
| 30D | +13.8% | -7.2% | +21.0% | +18.8% |
| 3M | +2.1% | -3.8% | +5.9% | +4.0% |
| 6M | +153.8% | -9.9% | +163.7% | +168.3% |
| YTD | +256.4% | +14.8% | +241.6% | +222.5% |
| 1Y | +719.8% | +42.1% | +677.7% | +543.9% |
| 3Y | +1,360.4% | +170.8% | +1,189.6% | +681.7% |
| All | +1,315.7% | +198.3% | +1,117.4% | +589.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling