+2.0%
MUB vs WWD
+192.1%
-190.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.3% |
| 30D | -1.5% | -6.4% | +4.9% | -1.4% |
| 3M | -1.9% | -5.6% | +3.7% | -1.9% |
| 6M | -1.7% | -9.1% | +7.4% | -1.6% |
| YTD | -0.8% | +12.5% | -13.3% | -1.0% |
| 1Y | +1.5% | +41.3% | -39.8% | +0.8% |
| 3Y | +8.8% | +170.2% | -161.5% | +6.5% |
| 5Y | +2.0% | +192.5% | -190.5% | -0.9% |
| All | +2.0% | +192.1% | -190.1% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling