+4,087.6%
MU vs WAB
+4,092.2%
-4.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 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