+130.1%
WDAY vs MUB
+21.7%
+108.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -4.6% | +0.6% | -5.2% | -5.3% |
| 30D | +1.2% | +3.4% | -2.2% | -3.1% |
| 3M | +2.6% | -0.7% | +3.2% | +3.5% |
| 6M | +47.8% | -1.0% | +48.7% | +49.8% |
| YTD | -12.1% | 0.0% | -12.0% | -12.0% |
| 1Y | -17.1% | +0.4% | -17.5% | -17.6% |
| 3Y | -17.9% | +10.5% | -28.4% | -28.5% |
| 5Y | -35.1% | +3.1% | -38.2% | -38.8% |
| 10Y | +130.1% | +22.0% | +108.1% | +110.1% |
| All | +130.1% | +21.7% | +108.5% | +110.1% |
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