+73.9%
MUB vs WWD
+1,268.4%
-1,194.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | -0.9% | +1.3% | -2.1% | -0.9% |
| 30D | -1.4% | -7.2% | +5.7% | -1.4% |
| 3M | -2.2% | -3.8% | +1.7% | -2.1% |
| 6M | -1.9% | -9.9% | +8.0% | -1.8% |
| YTD | -0.8% | +14.8% | -15.6% | -0.9% |
| 1Y | +2.7% | +42.1% | -39.3% | +2.4% |
| 3Y | +8.6% | +170.8% | -162.2% | +7.5% |
| 5Y | +2.0% | +197.5% | -195.5% | +0.9% |
| 10Y | +17.9% | +477.8% | -459.9% | +16.0% |
| All | +73.9% | +1,268.4% | -1,194.5% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling