+51.5%
WAT vs MUB
+8.6%
+42.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -1.3% | -0.9% | -0.4% | +0.3% |
| 30D | +2.3% | -1.4% | +3.8% | +5.1% |
| 3M | +8.7% | -2.2% | +10.9% | +13.2% |
| 6M | +28.3% | -1.9% | +30.2% | +33.1% |
| YTD | +7.8% | -0.8% | +8.6% | +9.6% |
| 1Y | +36.6% | +2.7% | +33.9% | +31.2% |
| All | +51.5% | +8.6% | +42.8% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling