+343.3%
MULL vs WWD
+21.4%
+321.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.5% |
| 7D | +24.5% | +4.0% | +20.6% | +20.3% |
| 30D | -35.5% | +0.4% | -35.9% | -33.3% |
| 3M | -44.8% | -7.9% | -36.9% | -38.0% |
| 6M | -45.5% | -10.6% | -34.8% | -35.4% |
| YTD | +232.5% | +9.4% | +223.1% | +283.1% |
| 1Y | +343.3% | +25.7% | +317.5% | +410.7% |
| All | +343.3% | +21.4% | +321.9% | +410.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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