+74.1%
MUB vs WSM
+2,369.9%
-2,295.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.4% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +2.2% | +5.1% | -2.9% | +2.1% |
| 3M | -1.6% | +5.1% | -6.7% | -1.7% |
| 6M | -1.3% | +48.6% | -49.9% | -1.6% |
| YTD | -0.7% | +44.2% | -44.8% | -1.0% |
| 1Y | -0.2% | +38.1% | -38.3% | -0.5% |
| 3Y | +9.6% | +257.2% | -247.6% | +8.4% |
| 5Y | +2.6% | +165.1% | -162.6% | +1.4% |
| 10Y | +21.5% | +1,123.6% | -1,102.1% | +19.0% |
| All | +74.1% | +2,369.9% | -2,295.8% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling