+2.0%
MUB vs WAB
+231.1%
-229.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | -1.5% | -2.4% | +0.9% | -1.5% |
| 3M | -1.9% | +9.7% | -11.6% | -2.1% |
| 6M | -1.7% | +16.5% | -18.2% | -2.0% |
| YTD | -0.8% | +33.7% | -34.5% | -1.3% |
| 1Y | +1.5% | +49.7% | -48.2% | +0.8% |
| 3Y | +8.8% | +170.9% | -162.2% | +7.0% |
| 5Y | +2.0% | +228.0% | -226.0% | 0.0% |
| All | +2.0% | +231.1% | -229.1% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling