+73.9%
MUB vs WCC
+724.4%
-650.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.8% | 0.0% |
| 7D | -0.9% | +4.5% | -5.3% | -0.9% |
| 30D | -1.4% | -5.8% | +4.4% | -1.4% |
| 3M | -2.2% | -3.7% | +1.5% | -2.1% |
| 6M | -1.9% | +23.1% | -24.9% | -2.2% |
| YTD | -0.8% | +44.2% | -44.9% | -1.3% |
| 1Y | +2.7% | +62.1% | -59.4% | +2.1% |
| 3Y | +8.6% | +121.1% | -112.5% | +7.2% |
| 5Y | +2.0% | +214.0% | -211.9% | +0.1% |
| 10Y | +17.9% | +472.8% | -454.9% | +12.6% |
| All | +73.9% | +724.4% | -650.5% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling