+186.6%
MU vs WAB
+47.8%
+138.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -3.0% |
| 7D | -15.2% | +4.0% | -19.2% | -17.9% |
| 30D | -29.5% | +6.3% | -35.8% | -33.2% |
| 3M | -15.8% | +3.3% | -19.0% | -18.1% |
| 6M | -2.9% | +14.5% | -17.4% | -13.6% |
| YTD | +154.2% | +42.7% | +111.6% | +75.0% |
| 1Y | +186.6% | +45.2% | +141.4% | +94.6% |
| All | +186.6% | +47.8% | +138.8% | +94.6% |
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