+4,524.1%
MU vs WAB
+269.8%
+4,254.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | +21.6% | +7.9% | +13.7% | +16.0% |
| 30D | -16.2% | +4.9% | -21.1% | -18.2% |
| 3M | -12.4% | +1.8% | -14.2% | -12.9% |
| 6M | +4.2% | +12.0% | -7.8% | -2.0% |
| YTD | +180.0% | +41.3% | +138.7% | +128.7% |
| 1Y | +226.4% | +43.8% | +182.6% | +164.1% |
| 3Y | +969.7% | +171.1% | +798.7% | +517.2% |
| 5Y | +957.9% | +217.7% | +740.2% | +457.4% |
| All | +4,524.1% | +269.8% | +4,254.3% | +1,805.8% |
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