+113.2%
WDC vs MULL
+444.9%
-331.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -13.8% | +7.0% | -1.9% |
| 7D | -18.3% | -35.9% | +17.6% | -4.9% |
| 30D | -26.7% | -47.3% | +20.7% | -9.4% |
| 3M | -40.9% | -30.6% | -10.4% | -34.5% |
| 6M | -26.8% | +13.7% | -40.5% | -41.7% |
| YTD | +88.2% | +272.1% | -183.9% | -12.3% |
| 1Y | +113.2% | +475.1% | -361.9% | -18.0% |
| All | +113.2% | +444.9% | -331.7% | -18.0% |
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 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