+265.1%
MU vs WAB
+46.5%
+218.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.1% | -8.1% | -8.0% |
| 7D | -19.1% | +4.5% | -23.7% | -22.7% |
| 30D | -25.2% | +1.1% | -26.3% | -26.2% |
| 3M | -10.9% | -1.3% | -9.6% | -10.0% |
| 6M | +38.0% | +12.7% | +25.3% | +23.9% |
| YTD | +178.8% | +38.7% | +140.2% | +93.5% |
| 1Y | +265.1% | +44.9% | +220.2% | +139.6% |
| All | +265.1% | +46.5% | +218.6% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling