+3.7%
MUB vs WCN
+46.9%
-43.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +3.9% | +25.3% | -21.4% | +3.1% |
| 3M | -0.2% | +15.4% | -15.7% | -0.8% |
| 6M | -0.4% | +27.8% | -28.2% | -1.3% |
| YTD | +0.5% | +10.6% | -10.0% | +0.1% |
| 1Y | +0.7% | +15.8% | -15.1% | 0.0% |
| 3Y | +11.1% | +50.3% | -39.2% | +9.2% |
| 5Y | +3.7% | +46.9% | -43.2% | +1.5% |
| All | +3.7% | +46.9% | -43.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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