+4.9%
WAT vs MULL
+2,620.5%
-2,615.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.1% |
| 7D | -1.8% | +14.8% | -16.6% | -2.8% |
| 30D | -1.7% | +36.6% | -38.3% | -4.1% |
| 3M | +9.1% | -8.9% | +18.0% | +6.1% |
| 6M | +32.4% | +311.9% | -279.5% | +8.3% |
| YTD | +6.6% | +579.8% | -573.3% | -18.6% |
| 1Y | +34.7% | +2,421.5% | -2,386.8% | -14.5% |
| All | +4.9% | +2,620.5% | -2,615.5% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling