+75.3%
MUB vs WU
-20.6%
+95.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | +0.6% | +11.0% | -10.4% | +0.5% |
| 30D | +3.4% | +13.4% | -10.0% | +3.3% |
| 3M | -0.7% | +2.2% | -2.9% | -0.7% |
| 6M | -1.0% | -18.2% | +17.2% | -0.8% |
| YTD | 0.0% | -18.3% | +18.3% | +0.1% |
| 1Y | +0.4% | -12.2% | +12.5% | +0.4% |
| 3Y | +10.5% | -20.8% | +31.3% | +10.6% |
| 5Y | +3.1% | -42.6% | +45.7% | +3.3% |
| 10Y | +22.0% | -35.5% | +57.5% | +22.4% |
| All | +75.3% | -20.6% | +95.8% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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