+74.7%
MUB vs WAB
+1,654.4%
-1,579.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.8% | +7.9% | -8.7% | -0.9% |
| 30D | +2.4% | +4.9% | -2.5% | +2.4% |
| 3M | -1.1% | +1.8% | -2.9% | -1.1% |
| 6M | -1.0% | +12.0% | -13.0% | -1.1% |
| YTD | -0.3% | +41.3% | -41.6% | -0.6% |
| 1Y | 0.0% | +43.8% | -43.8% | -0.4% |
| 3Y | +10.2% | +171.1% | -160.9% | +9.1% |
| 5Y | +2.9% | +217.7% | -214.8% | +1.8% |
| 10Y | +21.9% | +272.3% | -250.4% | +19.5% |
| All | +74.7% | +1,654.4% | -1,579.7% | +75.2% |
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