+2,302.1%
MULL vs WSM
+77.0%
+2,225.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.4% |
| 7D | -8.4% | -0.5% | -7.9% | -7.8% |
| 30D | +9.7% | -7.7% | +17.4% | +18.8% |
| 3M | -26.8% | +3.8% | -30.5% | -31.3% |
| 6M | +220.7% | +22.7% | +198.0% | +152.6% |
| YTD | +509.0% | +28.0% | +481.0% | +357.3% |
| 1Y | +1,739.5% | +12.7% | +1,726.8% | +1,482.0% |
| All | +2,302.1% | +77.0% | +2,225.2% | +1,660.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling