+2,444.0%
MULL vs WSM
+78.2%
+2,365.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.2% |
| 7D | +14.0% | +2.6% | +11.4% | +11.2% |
| 30D | +24.8% | -9.5% | +34.3% | +37.6% |
| 3M | -16.1% | +12.9% | -29.0% | -27.9% |
| 6M | +330.9% | +23.0% | +307.9% | +237.9% |
| YTD | +545.0% | +28.9% | +516.1% | +380.2% |
| 1Y | +2,427.1% | +13.7% | +2,413.5% | +2,052.4% |
| All | +2,444.0% | +78.2% | +2,365.7% | +1,748.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling