+2,581.4%
MULL vs WST
+4.2%
+2,577.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | +14.8% | -1.7% | +16.4% | +15.2% |
| 30D | +36.6% | -4.3% | +40.9% | +37.8% |
| 3M | -8.9% | +0.7% | -9.6% | -9.0% |
| 6M | +311.9% | +36.0% | +275.9% | +286.5% |
| YTD | +579.8% | +22.7% | +557.1% | +547.8% |
| 1Y | +2,421.5% | +34.1% | +2,387.4% | +2,251.8% |
| All | +2,581.4% | +4.2% | +2,577.2% | +2,191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling