+22.0%
MUB vs WWD
+460.9%
-438.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | +3.4% | -0.4% | +3.8% | +3.4% |
| 3M | -0.7% | -6.1% | +5.4% | -0.5% |
| 6M | -1.0% | -9.5% | +8.5% | -0.8% |
| YTD | 0.0% | +10.8% | -10.8% | -0.5% |
| 1Y | +0.4% | +23.5% | -23.2% | -0.6% |
| 3Y | +10.5% | +151.3% | -140.8% | +6.5% |
| 5Y | +3.1% | +187.8% | -184.7% | -1.5% |
| 10Y | +22.0% | +461.1% | -439.1% | +12.2% |
| All | +22.0% | +460.9% | -438.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling