+662.1%
MU vs WAB
+47.5%
+614.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.1% |
| 7D | +7.2% | +1.7% | +5.5% | +5.5% |
| 30D | +14.0% | -2.4% | +16.4% | +16.6% |
| 3M | +5.4% | +9.7% | -4.3% | -2.1% |
| 6M | +170.3% | +16.5% | +153.8% | +136.4% |
| YTD | +250.7% | +33.7% | +216.9% | +169.6% |
| 1Y | +662.1% | +49.7% | +612.4% | +453.1% |
| All | +662.1% | +47.5% | +614.6% | +453.1% |
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