+950.8%
MU vs WAB
+168.8%
+782.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.7% |
| 7D | +12.8% | +5.1% | +7.7% | +7.3% |
| 30D | -14.9% | +4.0% | -18.9% | -17.5% |
| 3M | -18.0% | +0.1% | -18.1% | -17.7% |
| 6M | -3.1% | +12.8% | -15.9% | -13.2% |
| YTD | +172.9% | +40.1% | +132.8% | +94.9% |
| 1Y | +228.8% | +46.4% | +182.5% | +124.8% |
| 3Y | +950.8% | +167.4% | +783.5% | +340.8% |
| All | +950.8% | +168.8% | +782.0% | +340.8% |
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 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