+75.3%
MUB vs WCC
+644.0%
-568.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.6% | -9.9% | +10.5% | +0.7% |
| 30D | +3.4% | -13.4% | +16.8% | +3.6% |
| 3M | -0.7% | -13.5% | +12.8% | -0.6% |
| 6M | -1.0% | -10.6% | +9.6% | -0.9% |
| YTD | 0.0% | +30.1% | -30.1% | -0.4% |
| 1Y | +0.4% | +22.3% | -21.9% | 0.0% |
| 3Y | +10.5% | +130.3% | -119.8% | +9.0% |
| 5Y | +3.1% | +144.5% | -141.4% | +1.4% |
| 10Y | +22.0% | +431.8% | -409.8% | +16.6% |
| All | +75.3% | +644.0% | -568.7% | +66.5% |
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