+2,330.7%
MULL vs WSM
+75.0%
+2,255.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.7% | -7.6% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +22.0% | -10.7% | +32.7% | +36.6% |
| 3M | -8.6% | +8.5% | -17.1% | -17.7% |
| 6M | +248.5% | +19.6% | +228.9% | +181.9% |
| YTD | +516.3% | +26.6% | +489.7% | +368.4% |
| 1Y | +2,036.6% | +12.0% | +2,024.7% | +1,752.2% |
| All | +2,330.7% | +75.0% | +2,255.7% | +1,702.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling