+27.3%
WAT vs MULL
+444.9%
-417.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.8% | +15.4% | +2.3% |
| 7D | -1.9% | -35.9% | +34.0% | -0.2% |
| 30D | +6.2% | -47.3% | +53.6% | +8.8% |
| 3M | +18.1% | -30.6% | +48.6% | +19.1% |
| 6M | +54.9% | +13.7% | +41.2% | +46.0% |
| YTD | +23.1% | +272.1% | -249.0% | +8.5% |
| 1Y | +27.3% | +475.1% | -447.8% | +10.6% |
| All | +27.3% | +444.9% | -417.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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