+28.5%
WEC vs MULL
+1,351.1%
-1,322.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +24.0% | -23.6% | +0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +12.0% | -40.1% | +52.0% | +11.5% |
| 3M | +11.1% | -28.2% | +39.3% | +10.9% |
| 6M | +6.0% | -39.6% | +45.6% | +6.2% |
| YTD | +14.3% | +262.6% | -248.4% | +16.5% |
| 1Y | +8.0% | +366.2% | -358.2% | +10.4% |
| All | +28.5% | +1,351.1% | -1,322.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling