+3.3%
MUB vs WCC
+123.5%
-120.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.1% |
| 7D | +0.7% | -14.7% | +15.4% | +0.8% |
| 30D | +4.4% | -20.1% | +24.4% | +4.6% |
| 3M | -0.2% | -21.2% | +21.0% | 0.0% |
| 6M | -0.6% | -19.2% | +18.6% | -0.5% |
| YTD | +0.3% | +20.2% | -19.9% | +0.1% |
| 1Y | +0.8% | +14.5% | -13.7% | +0.5% |
| 3Y | +12.0% | +115.1% | -103.1% | +10.7% |
| All | +3.3% | +123.5% | -120.1% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling