+73.9%
MUB vs WSM
+2,104.3%
-2,030.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -0.9% | -3.3% | +2.4% | -0.8% |
| 30D | -1.4% | -8.4% | +7.0% | -1.4% |
| 3M | -2.2% | +9.7% | -11.8% | -2.2% |
| 6M | -1.9% | +16.7% | -18.6% | -2.0% |
| YTD | -0.8% | +28.7% | -29.5% | -1.0% |
| 1Y | +2.7% | +13.7% | -10.9% | +2.6% |
| 3Y | +8.6% | +230.1% | -221.5% | +7.5% |
| 5Y | +2.0% | +179.0% | -176.9% | +0.9% |
| 10Y | +17.9% | +1,002.5% | -984.6% | +15.6% |
| All | +73.9% | +2,104.3% | -2,030.4% | +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