+73.9%
MUB vs WPM
+1,409.6%
-1,335.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -0.9% | +1.1% | -1.9% | -0.9% |
| 30D | -1.4% | +26.4% | -27.8% | -1.7% |
| 3M | -2.2% | +20.8% | -23.0% | -2.4% |
| 6M | -1.9% | +1.1% | -3.0% | -2.0% |
| YTD | -0.8% | +32.5% | -33.2% | -1.2% |
| 1Y | +2.7% | +51.5% | -48.8% | +2.1% |
| 3Y | +8.6% | +267.0% | -258.4% | +6.9% |
| 5Y | +2.0% | +250.1% | -248.1% | +0.3% |
| 10Y | +17.9% | +540.4% | -522.4% | +15.2% |
| All | +73.9% | +1,409.6% | -1,335.7% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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