+858.1%
WDC vs MULL
+2,366.2%
-1,508.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.3% | +4.9% | -1.4% |
| 7D | +4.4% | +3.6% | +0.8% | +3.0% |
| 30D | +5.3% | +22.0% | -16.7% | -1.9% |
| 3M | -5.9% | -8.6% | +2.7% | -10.5% |
| 6M | +73.2% | +248.5% | -175.3% | -2.6% |
| YTD | +167.8% | +516.3% | -348.4% | +24.3% |
| 1Y | +386.0% | +2,036.6% | -1,650.6% | +52.3% |
| All | +858.1% | +2,366.2% | -1,508.1% | +144.0% |
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 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