+4,277.4%
MU vs WAB
+288.7%
+3,988.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.2% |
| 7D | -15.2% | +4.0% | -19.2% | -16.8% |
| 30D | -29.5% | +6.3% | -35.8% | -31.8% |
| 3M | -15.8% | +3.3% | -19.0% | -17.1% |
| 6M | -2.9% | +14.5% | -17.4% | -9.9% |
| YTD | +154.2% | +42.7% | +111.6% | +106.3% |
| 1Y | +186.6% | +45.2% | +141.4% | +130.5% |
| 3Y | +871.5% | +173.8% | +697.7% | +456.8% |
| 5Y | +911.7% | +223.8% | +687.9% | +427.2% |
| 10Y | +4,277.4% | +280.5% | +3,996.9% | +1,714.4% |
| All | +4,277.4% | +288.7% | +3,988.6% | +1,714.4% |
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