+152.6%
WAT vs MUB
+17.9%
+134.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -0.7% | -0.3% | -0.4% | -0.4% |
| 30D | -1.0% | -1.5% | +0.6% | +0.7% |
| 3M | +10.9% | -1.9% | +12.8% | +13.2% |
| 6M | +33.2% | -1.7% | +34.9% | +35.7% |
| YTD | +6.1% | -0.8% | +6.9% | +7.1% |
| 1Y | +30.2% | +1.5% | +28.7% | +28.6% |
| 3Y | +52.9% | +8.8% | +44.1% | +41.7% |
| 5Y | -5.1% | +2.0% | -7.1% | -7.9% |
| 10Y | +152.6% | +18.0% | +134.7% | +167.2% |
| All | +152.6% | +17.9% | +134.8% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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