+205.9%
WBD vs MULL
+2,366.2%
-2,160.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.3% | +10.4% | +1.8% |
| 7D | -0.6% | +3.6% | -4.2% | -1.0% |
| 30D | +4.2% | +22.0% | -17.8% | +2.0% |
| 3M | +7.5% | -8.6% | +16.1% | +3.6% |
| 6M | +1.6% | +248.5% | -246.9% | -20.6% |
| YTD | -2.2% | +516.3% | -518.4% | -32.2% |
| 1Y | +124.9% | +2,036.6% | -1,911.8% | +17.1% |
| All | +205.9% | +2,366.2% | -2,160.3% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling