-45.5%
MUZ vs WWD
-8.9%
-36.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +4.9% | -17.7% | -5.5% |
| 7D | +14.0% | +4.2% | +9.8% | +25.3% |
| 30D | +57.6% | -0.8% | +58.4% | +62.1% |
| 3M | -3.1% | -8.2% | +5.1% | -7.1% |
| All | -45.5% | -8.9% | -36.6% | -47.6% |
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 · Available span rolling