+514.5%
WDC vs MULL
+1,230.7%
-716.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.2% | +0.2% | -3.3% |
| 7D | +12.1% | +24.5% | -12.4% | +3.7% |
| 30D | -18.8% | -35.5% | +16.7% | -8.4% |
| 3M | -39.3% | -44.8% | +5.5% | -29.2% |
| 6M | -40.1% | -45.5% | +5.3% | -37.4% |
| YTD | +71.8% | +232.5% | -160.7% | -5.6% |
| 1Y | +88.5% | +343.3% | -254.8% | -7.0% |
| All | +514.5% | +1,230.7% | -716.1% | +85.2% |
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