Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MU vs WAB✓SelectedUSD · WABMU vs WAB performance historyLatest closeAs of+6.10%09/04
Stock and ETF performance explorer

MU vs WAB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,087.6%
WAB return
+4,092.2%
Excess return
-4.6%
Maximum drawdown
-98.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWABExcessAlpha
1D+6.1%+0.7%+5.4%+5.8%
7D+9.0%-3.2%+12.2%+10.6%
30D+13.8%-4.4%+18.3%+16.3%
3M+2.1%+7.9%-5.8%-1.0%
6M+153.8%+8.7%+145.1%+145.5%
YTD+256.4%+33.0%+223.4%+214.3%
1Y+719.8%+46.7%+673.1%+592.5%
3Y+1,360.4%+153.0%+1,207.4%+879.4%
5Y+1,312.4%+222.3%+1,090.2%+754.4%
10Y+6,142.6%+291.0%+5,851.6%+3,142.0%
All+4,087.6%+4,092.2%-4.6%+878.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling