+76.0%
MUB vs WST
+2,297.9%
-2,221.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | 0.0% |
| 7D | +1.0% | +1.3% | -0.2% | +1.0% |
| 30D | +3.9% | +12.9% | -9.0% | +3.7% |
| 3M | -0.4% | +16.7% | -17.0% | -0.5% |
| 6M | -0.6% | +26.8% | -27.4% | -0.8% |
| YTD | +0.4% | +50.5% | -50.1% | 0.0% |
| 1Y | +0.8% | +52.9% | -52.0% | +0.4% |
| 3Y | +11.3% | +23.9% | -12.6% | +10.7% |
| 5Y | +3.4% | +1.0% | +2.4% | +2.8% |
| 10Y | +21.9% | +451.4% | -429.5% | +20.5% |
| All | +76.0% | +2,297.9% | -2,221.9% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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