+291.5%
WDAY vs MUB
+32.9%
+258.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.4% |
| 7D | -4.8% | -0.8% | -3.9% | -4.1% |
| 30D | +2.5% | +2.4% | +0.1% | +0.5% |
| 3M | +8.8% | -1.1% | +9.9% | +9.8% |
| 6M | +60.7% | -1.0% | +61.7% | +62.1% |
| YTD | -11.2% | -0.3% | -10.9% | -11.0% |
| 1Y | -15.6% | 0.0% | -15.6% | -15.6% |
| 3Y | -17.1% | +10.2% | -27.3% | -23.6% |
| 5Y | -35.7% | +2.9% | -38.6% | -38.5% |
| 10Y | +130.4% | +21.9% | +108.5% | +134.4% |
| All | +291.5% | +32.9% | +258.6% | +317.7% |
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