+629.1%
WAT vs MUB
+78.3%
+550.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.4% |
| 30D | +5.0% | +4.4% | +0.6% | +2.9% |
| 3M | +14.5% | -0.2% | +14.6% | +14.6% |
| 6M | +30.9% | -0.6% | +31.5% | +31.3% |
| YTD | +20.5% | +0.3% | +20.1% | +20.4% |
| 1Y | +23.3% | +0.8% | +22.5% | +23.0% |
| 3Y | +81.5% | +12.0% | +69.5% | +73.8% |
| 5Y | +33.4% | +3.4% | +29.9% | +30.5% |
| 10Y | +231.5% | +20.7% | +210.8% | +219.9% |
| All | +629.1% | +78.3% | +550.9% | +534.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling