+1,053.2%
MULL vs WST
+27.6%
+1,025.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -32.2% | +1.4% | -33.6% | -32.1% |
| 30D | -55.4% | +12.7% | -68.1% | -56.3% |
| 3M | -41.3% | +17.2% | -58.4% | -43.0% |
| 6M | -44.9% | +26.7% | -71.6% | -47.4% |
| YTD | +192.4% | +50.3% | +142.1% | +167.8% |
| 1Y | +239.4% | +50.2% | +189.2% | +210.5% |
| All | +1,053.2% | +27.6% | +1,025.7% | +847.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling