+74.7%
MUB vs WPM
+1,183.8%
-1,109.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.8% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +2.4% | -3.1% | +5.5% | +2.4% |
| 3M | -1.1% | -2.2% | +1.1% | -1.1% |
| 6M | -1.0% | -7.4% | +6.4% | -1.0% |
| YTD | -0.3% | +12.6% | -12.9% | -0.6% |
| 1Y | 0.0% | +22.8% | -22.8% | -0.4% |
| 3Y | +10.2% | +213.6% | -203.5% | +8.6% |
| 5Y | +2.9% | +211.2% | -208.3% | +1.3% |
| 10Y | +21.9% | +733.9% | -712.0% | +19.2% |
| All | +74.7% | +1,183.8% | -1,109.0% | +71.2% |
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