+6,169.9%
MU vs WAB
+282.7%
+5,887.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.6% |
| 7D | +7.5% | +0.2% | +7.3% | +7.3% |
| 30D | +19.4% | -4.6% | +23.9% | +22.8% |
| 3M | +9.8% | +5.6% | +4.2% | +6.7% |
| 6M | +164.1% | +13.8% | +150.3% | +145.2% |
| YTD | +260.3% | +31.9% | +228.5% | +206.5% |
| 1Y | +661.2% | +48.3% | +612.9% | +505.2% |
| 3Y | +1,380.8% | +167.1% | +1,213.7% | +765.6% |
| 5Y | +1,346.4% | +222.9% | +1,123.5% | +665.5% |
| 10Y | +6,169.9% | +289.9% | +5,880.0% | +2,578.4% |
| All | +6,169.9% | +282.7% | +5,887.2% | +2,578.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling