+855.4%
MU vs WAB
+157.8%
+697.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +3.2% |
| 7D | -22.0% | +1.4% | -23.4% | -22.6% |
| 30D | -36.6% | +0.4% | -37.0% | -36.3% |
| 3M | -21.7% | -3.8% | -17.9% | -18.2% |
| 6M | +3.5% | +5.1% | -1.5% | -0.5% |
| YTD | +141.9% | +33.3% | +108.6% | +81.6% |
| 1Y | +189.8% | +39.8% | +150.0% | +107.8% |
| 3Y | +855.4% | +161.1% | +694.3% | +307.3% |
| All | +855.4% | +157.8% | +697.6% | +307.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling