+2,802.6%
MULL vs WST
+37.6%
+2,765.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.8% | +12.6% | +12.1% |
| 7D | +17.3% | +0.7% | +16.6% | +17.0% |
| 30D | +23.5% | -3.1% | +26.6% | +24.7% |
| 3M | -24.0% | +7.2% | -31.2% | -25.1% |
| 6M | +276.7% | +36.8% | +239.9% | +247.2% |
| YTD | +565.1% | +23.8% | +541.2% | +522.9% |
| 1Y | +2,802.6% | +37.8% | +2,764.8% | +2,306.8% |
| All | +2,802.6% | +37.6% | +2,765.0% | +2,306.8% |
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