+2,620.0%
MUU vs WDAY
-18.0%
+2,638.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -5.4% | +17.0% | +10.5% |
| 7D | +17.4% | -4.4% | +21.7% | +16.5% |
| 30D | +24.0% | +14.7% | +9.2% | +27.8% |
| 3M | -23.9% | +32.4% | -56.3% | -14.5% |
| 6M | +284.4% | +36.9% | +247.5% | +328.4% |
| YTD | +583.7% | -8.8% | +592.6% | +957.9% |
| 1Y | +2,981.5% | -15.3% | +2,996.8% | +4,922.4% |
| All | +2,620.0% | -18.0% | +2,638.1% | +4,530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling