+2,683.6%
MUU vs WST
+18.0%
+2,665.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +15.0% | -1.7% | +16.7% | +15.5% |
| 30D | +36.8% | -4.3% | +41.1% | +38.1% |
| 3M | -8.5% | +0.7% | -9.3% | -8.6% |
| 6M | +320.7% | +36.0% | +284.7% | +293.0% |
| YTD | +599.7% | +22.7% | +576.9% | +564.7% |
| 1Y | +2,569.2% | +34.1% | +2,535.1% | +2,377.4% |
| All | +2,683.6% | +18.0% | +2,665.5% | +2,201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling