+205.0%
WBD vs MULL
+2,481.0%
-2,276.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | -0.2% |
| 7D | -0.7% | +14.0% | -14.7% | -1.8% |
| 30D | +5.0% | +24.8% | -19.8% | +2.7% |
| 3M | +6.2% | -16.1% | +22.3% | +3.4% |
| 6M | +0.6% | +330.9% | -330.3% | -23.5% |
| YTD | -2.4% | +545.0% | -547.4% | -32.6% |
| 1Y | +127.7% | +2,427.1% | -2,299.4% | +15.6% |
| All | +205.0% | +2,481.0% | -2,276.1% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling