+74.7%
MUB vs WCN
+1,586.8%
-1,512.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.8% | +1.2% | -2.0% | -0.9% |
| 30D | +2.4% | +26.4% | -24.0% | +1.7% |
| 3M | -1.1% | +17.5% | -18.6% | -1.6% |
| 6M | -1.0% | +28.7% | -29.7% | -1.7% |
| YTD | -0.3% | +11.5% | -11.8% | -0.7% |
| 1Y | 0.0% | +15.9% | -15.9% | -0.5% |
| 3Y | +10.2% | +51.6% | -41.4% | +8.7% |
| 5Y | +2.9% | +47.9% | -45.0% | +1.5% |
| 10Y | +21.9% | +322.5% | -300.6% | +17.9% |
| All | +74.7% | +1,586.8% | -1,512.0% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling