+296.2%
WDAY vs MUB
+33.8%
+262.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | -2.5% | +0.7% | -3.2% | -3.1% |
| 30D | +4.7% | +4.4% | +0.3% | +1.1% |
| 3M | +13.3% | -0.2% | +13.5% | +13.5% |
| 6M | +57.3% | -0.6% | +57.9% | +58.2% |
| YTD | -10.2% | +0.3% | -10.5% | -10.4% |
| 1Y | -14.1% | +0.8% | -14.8% | -14.6% |
| 3Y | -11.7% | +12.0% | -23.7% | -19.7% |
| 5Y | -33.5% | +3.4% | -36.9% | -36.6% |
| 10Y | +133.1% | +20.7% | +112.4% | +131.9% |
| All | +296.2% | +33.8% | +262.4% | +320.4% |
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