+17.6%
MUB vs WCC
+506.2%
-488.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | -0.7% | +6.8% | -7.5% | -0.8% |
| 30D | -2.0% | -3.0% | +1.0% | -1.9% |
| 3M | -2.5% | +0.2% | -2.7% | -2.6% |
| 6M | -2.3% | +33.2% | -35.5% | -3.0% |
| YTD | -1.3% | +45.8% | -47.1% | -2.2% |
| 1Y | +1.1% | +68.4% | -67.3% | -0.2% |
| 3Y | +8.2% | +131.1% | -122.9% | +5.5% |
| 5Y | +1.5% | +225.6% | -224.1% | -2.5% |
| 10Y | +17.6% | +534.2% | -516.6% | +4.3% |
| All | +17.6% | +506.2% | -488.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling