+2,423.9%
MUU vs WDAY
-22.5%
+2,446.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.4% |
| 7D | +3.6% | -10.5% | +14.1% | +1.3% |
| 30D | +22.3% | +2.1% | +20.2% | +22.8% |
| 3M | -8.2% | +34.6% | -42.8% | -0.3% |
| 6M | +256.3% | +29.9% | +226.4% | +295.2% |
| YTD | +534.4% | -13.8% | +548.2% | +870.2% |
| 1Y | +2,163.5% | -18.3% | +2,181.8% | +3,456.4% |
| All | +2,423.9% | -22.5% | +2,446.4% | +4,146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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