Replicated selection experiments provide a powerful way to study how “multiple adaptive solutions” may lead to differences in the quantitative–genetic architecture of selected traits and whether this may translate into differences in the timing at which evolutionary limits are reached. We analyze data from 31 generations (n = 17,988) of selection on voluntary wheel running in house mice. The rate of initial response, timing of selection limit, and height of the plateau varied significantly between sexes and among the four selected lines. Analyses of litter size and realized selection differentials seem to rule out counterposing natural selection as a cause of the selection limits. Animal-model analyses showed that although the additive genetic variance was significantly lower in selected than control lines, both before and after the limits, the decrease was not sufficient to explain the limits. Moreover, directional selection promoted a negative covariance between additive and maternal genetic variance over the first 10 generations. These results stress the importance of replication in selection studies of higher-level traits and highlight the fact that long-term predictions of response to selection are not necessarily expected to be linear because of the variable effects of selection on additive genetic variance and maternal effects.