+336.4%
WM vs MUB
+20.5%
+316.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +1.2% | +0.7% | +0.5% | +0.6% |
| 30D | +13.1% | +4.4% | +8.7% | +9.3% |
| 3M | +3.6% | -0.4% | +4.1% | +4.0% |
| 6M | +8.1% | -0.9% | +9.0% | +8.8% |
| YTD | +8.9% | +0.1% | +8.8% | +8.8% |
| 1Y | +20.3% | +0.5% | +19.8% | +19.8% |
| 3Y | +46.2% | +11.7% | +34.5% | +32.2% |
| 5Y | +59.9% | +3.2% | +56.7% | +56.2% |
| All | +336.4% | +20.5% | +316.0% | +328.6% |
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