+475.1%
MULL vs WST
+47.3%
+427.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.4% | -14.2% | -13.8% |
| 7D | -35.9% | +1.3% | -37.2% | -36.0% |
| 30D | -47.3% | +8.5% | -55.8% | -48.2% |
| 3M | -30.6% | +17.2% | -47.8% | -33.0% |
| 6M | +13.7% | +36.3% | -22.6% | +6.9% |
| YTD | +272.1% | +48.9% | +223.2% | +232.8% |
| 1Y | +475.1% | +42.9% | +432.2% | +418.0% |
| All | +475.1% | +47.3% | +427.8% | +418.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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