+113.3%
WDAY vs MUB
+17.4%
+95.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | -7.4% | -0.7% | -6.7% | -6.5% |
| 30D | +1.0% | -2.0% | +3.0% | +3.7% |
| 3M | +32.7% | -2.5% | +35.2% | +37.3% |
| 6M | +25.6% | -2.3% | +27.9% | +29.6% |
| YTD | -13.4% | -1.3% | -12.1% | -11.9% |
| 1Y | -19.4% | +1.1% | -20.5% | -20.6% |
| 3Y | -25.8% | +8.2% | -34.0% | -33.6% |
| 5Y | -31.1% | +1.5% | -32.6% | -33.7% |
| 10Y | +113.3% | +17.6% | +95.8% | +111.6% |
| All | +113.3% | +17.4% | +95.9% | +111.6% |
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 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