+75.3%
MUB vs WAB
+1,671.8%
-1,596.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.4% |
| 7D | +0.6% | +4.0% | -3.4% | +0.6% |
| 30D | +3.4% | +6.3% | -2.9% | +3.4% |
| 3M | -0.7% | +3.3% | -4.0% | -0.7% |
| 6M | -1.0% | +14.5% | -15.4% | -1.1% |
| YTD | 0.0% | +42.7% | -42.7% | -0.4% |
| 1Y | +0.4% | +45.2% | -44.8% | 0.0% |
| 3Y | +10.5% | +173.8% | -163.3% | +9.5% |
| 5Y | +3.1% | +223.8% | -220.7% | +1.9% |
| 10Y | +22.0% | +280.5% | -258.5% | +19.6% |
| All | +75.3% | +1,671.8% | -1,596.5% | +75.7% |
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