+16.8%
MUB vs WSM
+1,058.9%
-1,042.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.7% |
| 7D | -1.2% | +0.4% | -1.7% | -1.2% |
| 30D | -2.8% | -10.7% | +8.0% | -2.6% |
| 3M | -3.1% | +8.5% | -11.5% | -3.2% |
| 6M | -2.9% | +19.6% | -22.5% | -3.2% |
| YTD | -2.0% | +26.6% | -28.6% | -2.5% |
| 1Y | 0.0% | +12.0% | -12.0% | -0.3% |
| 3Y | +7.4% | +226.6% | -219.2% | +4.5% |
| 5Y | +0.8% | +174.1% | -173.3% | -2.0% |
| All | +16.8% | +1,058.9% | -1,042.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling