+8.2%
MUB vs WSM
+232.0%
-223.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.7% | +2.6% | -3.3% | -0.8% |
| 30D | -2.0% | -9.3% | +7.3% | -1.8% |
| 3M | -2.5% | +7.1% | -9.6% | -2.7% |
| 6M | -2.3% | +21.7% | -24.1% | -2.7% |
| YTD | -1.3% | +28.7% | -30.0% | -1.7% |
| 1Y | +1.1% | +13.9% | -12.7% | +0.8% |
| All | +8.2% | +232.0% | -223.8% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling