-45.5%
MUZ vs WCC
-11.7%
-33.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +8.1% | -20.9% | +4.6% |
| 7D | +14.0% | -5.7% | +19.7% | +10.7% |
| 30D | +57.6% | -13.5% | +71.0% | +30.0% |
| 3M | -3.1% | -12.9% | +9.8% | -17.8% |
| All | -45.5% | -11.7% | -33.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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 · Available span rolling