+475.1%
MULL vs WSM
+44.0%
+431.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.5% | -20.2% | -18.8% |
| 7D | -35.9% | +8.0% | -43.9% | -40.9% |
| 30D | -47.3% | +13.5% | -60.8% | -54.4% |
| 3M | -30.6% | +8.8% | -39.4% | -37.8% |
| 6M | +13.7% | +54.7% | -41.0% | -32.4% |
| YTD | +272.1% | +53.3% | +218.8% | +97.8% |
| 1Y | +475.1% | +41.1% | +434.0% | +239.1% |
| All | +475.1% | +44.0% | +431.1% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling