+1,211.6%
MULL vs WST
+28.8%
+1,182.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.2% | -6.4% | -5.5% |
| 7D | +24.5% | +4.2% | +20.3% | +23.3% |
| 30D | -35.5% | +11.2% | -46.7% | -36.6% |
| 3M | -44.8% | +20.4% | -65.2% | -46.8% |
| 6M | -45.5% | +37.9% | -83.3% | -48.9% |
| YTD | +232.5% | +51.8% | +180.7% | +203.7% |
| 1Y | +343.3% | +56.6% | +286.6% | +301.7% |
| All | +1,211.6% | +28.8% | +1,182.7% | +974.4% |
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