-55.5%
MULL vs WST
+22.2%
-77.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.9% | +7.2% | +7.9% |
| 7D | -42.7% | -3.1% | -39.6% | -41.1% |
| 30D | -63.8% | +9.1% | -72.8% | -63.4% |
| 3M | -49.0% | +14.7% | -63.7% | -49.3% |
| All | -55.5% | +22.2% | -77.7% | -55.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling